+3,228.0%
CI vs ACGL
+4,429.2%
-1,201.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | +1.3% | -0.7% | +2.1% | +1.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.7% |
| 3M | +0.7% | +11.0% | -10.4% | -2.4% |
| 6M | +0.3% | -0.3% | +0.7% | +0.2% |
| YTD | +3.8% | +2.3% | +1.5% | +2.8% |
| 1Y | -5.5% | +6.4% | -11.9% | -7.6% |
| 3Y | +8.1% | +34.0% | -25.9% | -2.6% |
| 5Y | +42.8% | +161.6% | -118.8% | +4.7% |
| 10Y | +143.9% | +278.6% | -134.7% | +59.9% |
| All | +3,228.0% | +4,429.2% | -1,201.2% | +1,500.6% |
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 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