-42.9%
CORZ vs ACGL
+22.6%
-65.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | -0.8% |
| 7D | -11.2% | +0.9% | -12.1% | -9.5% |
| 30D | -26.2% | +13.7% | -40.0% | -11.7% |
| 3M | -44.1% | +8.0% | -52.2% | -37.3% |
| 6M | -52.3% | +13.3% | -65.5% | -41.4% |
| YTD | -19.2% | +11.8% | -31.1% | -1.2% |
| 1Y | -42.9% | +22.2% | -65.1% | -16.9% |
| All | -42.9% | +22.6% | -65.5% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling