+156.2%
CMI vs ACGL
+35.2%
+121.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | -13.4% | -1.0% | -12.4% | -13.4% |
| 3M | -17.0% | +11.0% | -28.0% | -18.5% |
| 6M | -1.6% | -0.3% | -1.3% | -1.7% |
| YTD | +11.0% | +2.3% | +8.7% | +10.0% |
| 1Y | +41.9% | +6.4% | +35.5% | +39.1% |
| All | +156.2% | +35.2% | +121.1% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling