+80.1%
COR vs ACGL
+35.1%
+45.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +6.8% | +13.1% | -6.4% | +3.8% |
| 3M | +8.1% | +9.8% | -1.7% | +5.8% |
| 6M | +33.0% | +15.3% | +17.7% | +29.0% |
| YTD | +3.0% | +12.7% | -9.7% | 0.0% |
| 1Y | -3.4% | +20.7% | -24.1% | -7.7% |
| 3Y | +80.1% | +34.3% | +45.8% | +64.7% |
| All | +80.1% | +35.1% | +45.0% | +64.7% |
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