+8.4%
CI vs ACGL
+35.1%
-26.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +4.7% | +13.1% | -8.5% | +1.1% |
| 3M | +5.2% | +9.8% | -4.6% | +2.5% |
| 6M | +3.8% | +15.3% | -11.5% | -0.2% |
| YTD | +9.2% | +12.7% | -3.5% | +5.3% |
| 1Y | +14.3% | +20.7% | -6.5% | +8.2% |
| 3Y | +8.4% | +34.3% | -25.8% | +0.6% |
| All | +8.4% | +35.1% | -26.7% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling