+39.9%
CL vs ACGL
+159.2%
-119.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | +1.3% | +0.9% | +0.5% | +1.1% |
| 30D | +11.4% | +13.7% | -2.4% | +7.9% |
| 3M | +4.4% | +8.0% | -3.6% | +2.4% |
| 6M | +10.8% | +13.3% | -2.5% | +7.3% |
| YTD | +25.1% | +11.8% | +13.3% | +21.4% |
| 1Y | +28.0% | +22.2% | +5.7% | +21.6% |
| 3Y | +37.6% | +32.5% | +5.1% | +27.6% |
| All | +39.9% | +159.2% | -119.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling