+250.9%
CP vs ACGL
+337.7%
-86.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.6% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | +10.2% | +13.7% | -3.5% | +4.9% |
| 3M | +2.4% | +8.0% | -5.7% | -0.8% |
| 6M | +7.7% | +13.3% | -5.6% | +2.2% |
| YTD | +26.0% | +11.8% | +14.1% | +19.9% |
| 1Y | +34.6% | +22.2% | +12.4% | +23.7% |
| 3Y | +26.7% | +32.5% | -5.8% | +9.2% |
| 5Y | +24.9% | +160.2% | -135.3% | -23.5% |
| All | +250.9% | +337.7% | -86.8% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling