+290.3%
CG vs ACGL
+337.7%
-47.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | +5.0% | +13.7% | -8.7% | -1.6% |
| 3M | -18.2% | +8.0% | -26.2% | -21.4% |
| 6M | -20.7% | +13.3% | -34.0% | -26.2% |
| YTD | -31.4% | +11.8% | -43.3% | -36.2% |
| 1Y | -22.3% | +22.2% | -44.5% | -31.0% |
| 3Y | +50.2% | +32.5% | +17.7% | +23.3% |
| 5Y | -22.1% | +160.2% | -182.2% | -58.4% |
| All | +290.3% | +337.7% | -47.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling