+76.9%
COR vs ACGL
+35.5%
+41.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +2.8% | +6.4% | -3.6% | +1.3% |
| 30D | +7.4% | +16.6% | -9.2% | +3.6% |
| 3M | +7.3% | +11.6% | -4.3% | +4.6% |
| 6M | +11.5% | +17.5% | -5.9% | +7.7% |
| YTD | +1.2% | +15.3% | -14.1% | -2.3% |
| 1Y | -3.3% | +26.3% | -29.6% | -8.6% |
| All | +76.9% | +35.5% | +41.4% | +61.1% |
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