+16,428.2%
COR vs ACGL
+5,005.0%
+11,423.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +2.8% | +6.4% | -3.6% | +1.2% |
| 30D | +7.4% | +16.6% | -9.2% | +3.4% |
| 3M | +7.3% | +11.6% | -4.3% | +4.5% |
| 6M | +11.5% | +17.5% | -5.9% | +7.2% |
| YTD | +1.2% | +15.3% | -14.1% | -2.6% |
| 1Y | -3.3% | +26.3% | -29.6% | -9.0% |
| 3Y | +78.5% | +35.9% | +42.5% | +63.1% |
| 5Y | +183.0% | +168.2% | +14.8% | +116.6% |
| 10Y | +545.4% | +352.0% | +193.4% | +333.0% |
| All | +16,428.2% | +5,005.0% | +11,423.2% | +7,613.7% |
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 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