+16,003.4%
COR vs ACGL
+4,429.2%
+11,574.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.4% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +4.5% | -1.0% | +5.5% | +4.8% |
| 3M | +22.7% | +11.0% | +11.6% | +19.6% |
| 6M | -9.7% | -0.3% | -9.4% | -9.8% |
| YTD | -1.4% | +2.3% | -3.7% | -2.3% |
| 1Y | +13.9% | +6.4% | +7.6% | +11.7% |
| 3Y | +94.0% | +34.0% | +60.0% | +77.6% |
| 5Y | +184.0% | +161.6% | +22.4% | +118.6% |
| 10Y | +406.8% | +278.6% | +128.2% | +253.5% |
| All | +16,003.4% | +4,429.2% | +11,574.2% | +7,637.1% |
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 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