+335.9%
CMI vs ACGL
+329.5%
+6.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.8% | -1.4% | -0.5% | -1.3% |
| 30D | -12.2% | +12.4% | -24.6% | -16.4% |
| 3M | -26.5% | +11.1% | -37.6% | -29.9% |
| 6M | -33.6% | +16.3% | -50.0% | -38.4% |
| YTD | -8.3% | +13.8% | -22.1% | -14.7% |
| 1Y | -1.3% | +20.4% | -21.7% | -10.4% |
| 3Y | +124.8% | +33.6% | +91.2% | +89.4% |
| 5Y | +119.9% | +176.8% | -57.0% | +26.4% |
| 10Y | +335.9% | +324.6% | +11.3% | +90.8% |
| All | +335.9% | +329.5% | +6.4% | +90.8% |
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 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