+34.7%
CMS vs ACGL
+159.2%
-124.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | +6.3% | +13.7% | -7.4% | +3.5% |
| 3M | -2.1% | +8.0% | -10.1% | -3.7% |
| 6M | -5.1% | +13.3% | -18.4% | -7.6% |
| YTD | +1.3% | +11.8% | -10.6% | -1.4% |
| 1Y | -1.4% | +22.2% | -23.6% | -5.6% |
| 3Y | +36.9% | +32.5% | +4.4% | +28.7% |
| All | +34.7% | +159.2% | -124.6% | +4.6% |
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