+283.0%
CG vs ACGL
+787.2%
-504.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -1.5% | +6.4% | -7.9% | -4.5% |
| 30D | +2.8% | +16.6% | -13.8% | -4.8% |
| 3M | -19.2% | +11.6% | -30.8% | -23.6% |
| 6M | -21.0% | +17.5% | -38.4% | -27.6% |
| YTD | -31.0% | +15.3% | -46.2% | -36.6% |
| 1Y | -21.1% | +26.3% | -47.4% | -31.0% |
| 3Y | +48.8% | +35.9% | +12.9% | +21.1% |
| 5Y | -21.5% | +168.2% | -189.7% | -58.0% |
| 10Y | +298.1% | +352.0% | -53.9% | +57.2% |
| All | +283.0% | +787.2% | -504.2% | +22.0% |
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