+17.1%
CI vs ACGL
+21.8%
-4.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | +4.7% | +13.1% | -8.5% | +0.2% |
| 3M | +5.2% | +9.8% | -4.6% | +1.8% |
| 6M | +3.8% | +15.3% | -11.5% | -0.5% |
| YTD | +9.2% | +12.7% | -3.5% | +4.5% |
| All | +17.1% | +21.8% | -4.7% | +4.1% |
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