+32.2%
CP vs ACGL
+21.3%
+10.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +9.6% | +12.4% | -2.7% | +6.5% |
| 3M | +2.2% | +11.1% | -8.9% | -0.4% |
| 6M | +11.1% | +16.3% | -5.2% | +7.0% |
| YTD | +28.2% | +13.8% | +14.4% | +24.0% |
| 1Y | +32.2% | +20.4% | +11.7% | +26.4% |
| All | +32.2% | +21.3% | +10.9% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling