-0.8%
COR vs ACGL
+19.1%
-20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +2.9% |
| 7D | +7.8% | +2.2% | +5.7% | +7.2% |
| 30D | +7.0% | +12.3% | -5.3% | +4.3% |
| 3M | +16.3% | +11.8% | +4.4% | +13.3% |
| 6M | +41.3% | +17.5% | +23.8% | +38.3% |
| YTD | +7.1% | +14.3% | -7.1% | +6.2% |
| 1Y | -0.8% | +18.2% | -19.0% | -3.0% |
| All | -0.8% | +19.1% | -20.0% | -3.0% |
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 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