+12.1%
CI vs ACGL
+19.1%
-7.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | +2.6% | +12.3% | -9.7% | -1.5% |
| 3M | +7.4% | +11.8% | -4.4% | +3.4% |
| 6M | -0.1% | +17.5% | -17.6% | -4.6% |
| YTD | +9.7% | +14.3% | -4.5% | +4.7% |
| 1Y | +12.1% | +18.2% | -6.0% | +3.0% |
| All | +12.1% | +19.1% | -7.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling