+71.0%
CME vs ACGL
+159.2%
-88.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +0.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +13.2% | +13.7% | -0.5% | +9.8% |
| 3M | +16.3% | +8.0% | +8.2% | +14.1% |
| 6M | +7.1% | +13.3% | -6.1% | +3.9% |
| YTD | +15.8% | +11.8% | +4.0% | +12.3% |
| 1Y | +17.1% | +22.2% | -5.2% | +11.2% |
| 3Y | +63.2% | +32.5% | +30.7% | +49.7% |
| All | +71.0% | +159.2% | -88.2% | +21.9% |
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 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