+40.7%
CL vs ACGL
+35.5%
+5.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +5.9% | +6.4% | -0.4% | +4.1% |
| 30D | +13.8% | +16.6% | -2.9% | +8.9% |
| 3M | +6.4% | +11.6% | -5.2% | +3.1% |
| 6M | +15.6% | +17.5% | -1.8% | +10.3% |
| YTD | +27.9% | +15.3% | +12.6% | +22.5% |
| 1Y | +31.4% | +26.3% | +5.1% | +23.0% |
| All | +40.7% | +35.5% | +5.1% | +29.9% |
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