-1.8%
CMS vs ACGL
+19.1%
-20.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | +1.7% | +2.2% | -0.4% | +1.1% |
| 30D | +6.2% | +12.3% | -6.1% | +2.9% |
| 3M | +0.6% | +11.8% | -11.2% | -2.4% |
| 6M | -1.8% | +17.5% | -19.2% | -6.0% |
| YTD | +3.8% | +14.3% | -10.4% | +0.3% |
| 1Y | -1.8% | +18.2% | -19.9% | -6.9% |
| All | -1.8% | +19.1% | -20.9% | -6.9% |
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