+320.1%
CG vs ACGL
+332.3%
-12.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.2% |
| 7D | +3.0% | -1.1% | +4.1% | +3.6% |
| 30D | +10.1% | +13.1% | -3.0% | +3.5% |
| 3M | -10.8% | +9.8% | -20.6% | -15.0% |
| 6M | -15.2% | +15.3% | -30.5% | -21.7% |
| YTD | -26.9% | +12.7% | -39.6% | -32.2% |
| 1Y | -17.0% | +20.7% | -37.8% | -25.8% |
| 3Y | +54.6% | +34.3% | +20.4% | +26.1% |
| 5Y | -16.7% | +170.6% | -187.3% | -56.5% |
| 10Y | +320.1% | +330.6% | -10.5% | +62.0% |
| All | +320.1% | +332.3% | -12.2% | +62.0% |
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