+6,781.2%
CME vs ACGL
+2,734.2%
+4,047.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.6% |
| 7D | -1.6% | -0.7% | -0.8% | -1.2% |
| 30D | +6.2% | -1.0% | +7.2% | +6.8% |
| 3M | +10.4% | +11.0% | -0.6% | +4.0% |
| 6M | -9.5% | -0.3% | -9.2% | -10.0% |
| YTD | +6.0% | +2.3% | +3.7% | +3.7% |
| 1Y | +9.3% | +6.4% | +2.9% | +4.3% |
| 3Y | +57.7% | +34.0% | +23.7% | +26.9% |
| 5Y | +77.7% | +161.6% | -84.0% | -7.9% |
| 10Y | +281.2% | +278.6% | +2.6% | +43.1% |
| All | +6,781.2% | +2,734.2% | +4,047.0% | +887.5% |
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 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