+323.6%
CMG vs ACGL
+263.8%
+59.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -1.5% | -2.9% | +1.5% | -0.6% |
| 30D | +12.7% | -2.8% | +15.5% | +13.7% |
| 3M | +26.3% | +6.8% | +19.5% | +23.5% |
| 6M | +4.5% | -1.5% | +6.0% | +4.7% |
| YTD | -0.1% | -0.2% | +0.1% | -0.6% |
| 1Y | -6.8% | +5.3% | -12.1% | -9.0% |
| 3Y | -5.0% | +30.3% | -35.3% | -14.8% |
| 5Y | -3.0% | +151.8% | -154.8% | -31.3% |
| 10Y | +323.6% | +266.9% | +56.7% | +158.5% |
| All | +323.6% | +263.8% | +59.7% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling