+130.1%
CMI vs ACGL
+35.1%
+95.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.9% | +3.6% |
| 7D | -6.8% | -1.1% | -5.7% | -6.8% |
| 30D | -10.9% | +13.1% | -24.0% | -11.6% |
| 3M | -27.3% | +9.8% | -37.1% | -27.8% |
| 6M | -30.9% | +15.3% | -46.2% | -31.9% |
| YTD | -7.7% | +12.7% | -20.4% | -9.1% |
| 1Y | 0.0% | +20.7% | -20.7% | -3.1% |
| 3Y | +130.1% | +34.3% | +95.8% | +131.1% |
| All | +130.1% | +35.1% | +95.0% | +131.1% |
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