+260.5%
CP vs ACGL
+324.4%
-63.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +2.1% | +2.2% | 0.0% | +1.3% |
| 30D | +9.3% | +12.3% | -3.0% | +4.5% |
| 3M | +0.5% | +11.8% | -11.3% | -3.9% |
| 6M | +10.4% | +17.5% | -7.0% | +3.3% |
| YTD | +28.7% | +14.3% | +14.4% | +21.5% |
| 1Y | +33.2% | +18.2% | +15.0% | +24.0% |
| 3Y | +38.4% | +33.2% | +5.3% | +19.2% |
| 5Y | +26.2% | +174.3% | -148.1% | -24.5% |
| All | +260.5% | +324.4% | -63.9% | +75.9% |
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 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