+222.5%
CP vs ACGL
+276.1%
-53.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | -2.7% | -0.7% | -1.9% | -2.4% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | +2.6% | +11.0% | -8.5% | -1.7% |
| 6M | +6.0% | -0.3% | +6.3% | +5.7% |
| YTD | +24.9% | +2.3% | +22.7% | +23.2% |
| 1Y | +20.1% | +6.4% | +13.7% | +16.4% |
| 3Y | +16.4% | +34.0% | -17.6% | -1.0% |
| 5Y | +31.7% | +161.6% | -129.9% | -19.9% |
| All | +222.5% | +276.1% | -53.5% | +73.2% |
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