+7,418.1%
CME vs ACGL
+2,999.4%
+4,418.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +1.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | +13.2% | +13.7% | -0.5% | +5.7% |
| 3M | +16.3% | +8.0% | +8.2% | +11.5% |
| 6M | +7.1% | +13.3% | -6.1% | -0.2% |
| YTD | +15.8% | +11.8% | +4.0% | +8.0% |
| 1Y | +17.1% | +22.2% | -5.2% | +4.0% |
| 3Y | +63.2% | +32.5% | +30.7% | +33.3% |
| 5Y | +70.2% | +160.2% | -90.0% | -10.6% |
| 10Y | +337.0% | +338.5% | -1.5% | +50.6% |
| All | +7,418.1% | +2,999.4% | +4,418.7% | +928.3% |
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