+169.5%
CMI vs ACGL
+158.6%
+10.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.8% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | -12.5% | -2.8% | -9.7% | -12.0% |
| 3M | -16.2% | +6.8% | -23.0% | -18.3% |
| 6M | +4.9% | -1.5% | +6.4% | +4.5% |
| YTD | +11.1% | -0.2% | +11.4% | +9.8% |
| 1Y | +43.4% | +5.3% | +38.1% | +38.7% |
| 3Y | +154.1% | +30.3% | +123.8% | +120.4% |
| 5Y | +169.5% | +151.8% | +17.7% | +57.2% |
| All | +169.5% | +158.6% | +10.9% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling