+7,451.3%
CME vs ACGL
+3,094.5%
+4,356.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.7% | +6.4% | -2.7% | +0.3% |
| 30D | +13.7% | +16.6% | -2.9% | +4.8% |
| 3M | +16.6% | +11.6% | +5.0% | +9.9% |
| 6M | +8.2% | +17.5% | -9.3% | -1.1% |
| YTD | +16.3% | +15.3% | +1.1% | +6.7% |
| 1Y | +19.1% | +26.3% | -7.2% | +4.0% |
| 3Y | +67.4% | +35.9% | +31.4% | +34.9% |
| 5Y | +71.0% | +168.2% | -97.2% | -11.6% |
| 10Y | +338.9% | +352.0% | -13.1% | +48.9% |
| All | +7,451.3% | +3,094.5% | +4,356.8% | +916.7% |
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