-6.7%
CMG vs ACGL
+8.0%
-14.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.8% | -3.6% | -0.2% | -3.2% |
| 30D | +12.9% | -2.1% | +15.0% | +13.3% |
| 3M | +18.8% | +5.4% | +13.4% | +16.9% |
| 6M | +4.1% | 0.0% | +4.1% | +2.6% |
| YTD | -2.4% | +0.3% | -2.6% | -4.4% |
| 1Y | -6.7% | +6.2% | -12.8% | -7.8% |
| All | -6.7% | +8.0% | -14.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling