+637.1%
CMS vs ACGL
+5,005.0%
-4,367.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +6.4% | -4.7% | +0.4% |
| 30D | +8.6% | +16.6% | -8.0% | +5.4% |
| 3M | -0.5% | +11.6% | -12.1% | -2.6% |
| 6M | -4.2% | +17.5% | -21.6% | -7.2% |
| YTD | +3.4% | +15.3% | -11.8% | +0.3% |
| 1Y | +0.4% | +26.3% | -25.9% | -4.3% |
| 3Y | +38.2% | +35.9% | +2.3% | +28.8% |
| 5Y | +35.4% | +168.2% | -132.8% | +9.2% |
| 10Y | +131.7% | +352.0% | -220.3% | +66.6% |
| All | +637.1% | +5,005.0% | -4,367.8% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling