+280.5%
CG vs ACGL
+760.8%
-480.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -18.2% | +8.0% | -26.2% | -21.4% |
| 6M | -20.7% | +13.3% | -34.0% | -26.1% |
| YTD | -31.4% | +11.8% | -43.3% | -36.1% |
| 1Y | -22.3% | +22.2% | -44.5% | -30.9% |
| 3Y | +50.2% | +32.5% | +17.7% | +23.7% |
| 5Y | -22.1% | +160.2% | -182.2% | -57.6% |
| 10Y | +295.5% | +338.5% | -43.0% | +58.5% |
| All | +280.5% | +760.8% | -480.3% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling