+324.6%
CMG vs ACGL
+322.9%
+1.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | +15.9% | +12.8% | +3.1% | +11.7% |
| 3M | +7.8% | +12.3% | -4.5% | +3.9% |
| 6M | +7.7% | +15.8% | -8.2% | +2.6% |
| YTD | -4.9% | +13.9% | -18.8% | -9.2% |
| 1Y | +12.3% | +19.0% | -6.7% | +5.8% |
| 3Y | -17.1% | +33.7% | -50.7% | -26.0% |
| 5Y | -5.6% | +173.4% | -179.0% | -34.8% |
| All | +324.6% | +322.9% | +1.6% | +122.3% |
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 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