+420.1%
CORZ vs ACGL
+27.4%
+392.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.4% |
| 7D | +8.4% | -0.7% | +9.1% | +8.2% |
| 30D | -17.8% | -1.0% | -16.8% | -18.0% |
| 3M | -35.9% | +11.0% | -46.9% | -35.0% |
| 6M | +12.9% | -0.3% | +13.3% | +13.7% |
| YTD | +22.9% | +2.3% | +20.6% | +23.5% |
| 1Y | +31.4% | +6.4% | +25.0% | +31.3% |
| All | +420.1% | +27.4% | +392.6% | +471.3% |
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