+230.8%
CORZ vs ACGL
+43.6%
+187.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.8% |
| 7D | -21.1% | +6.4% | -27.5% | -19.5% |
| 30D | -31.8% | +16.6% | -48.4% | -28.7% |
| 3M | -47.7% | +11.6% | -59.3% | -45.9% |
| 6M | -48.7% | +17.5% | -66.2% | -46.4% |
| YTD | -21.8% | +15.3% | -37.1% | -18.6% |
| 1Y | -47.8% | +26.3% | -74.1% | -46.3% |
| All | +230.8% | +43.6% | +187.2% | +276.8% |
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