+96.3%
COR vs ACGL
+34.2%
+62.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +4.5% | -1.0% | +5.5% | +4.8% |
| 3M | +22.7% | +11.0% | +11.6% | +20.6% |
| 6M | -9.7% | -0.3% | -9.4% | -9.7% |
| YTD | -1.4% | +2.3% | -3.7% | -2.0% |
| 1Y | +13.9% | +6.4% | +7.6% | +12.2% |
| All | +96.3% | +34.2% | +62.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling