+31.5%
CP vs ACGL
+20.5%
+11.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +10.3% | +12.8% | -2.4% | +7.2% |
| 3M | +2.3% | +12.3% | -10.0% | -0.6% |
| 6M | +10.7% | +15.8% | -5.1% | +6.9% |
| YTD | +29.3% | +13.9% | +15.4% | +25.1% |
| 1Y | +31.5% | +19.0% | +12.4% | +26.6% |
| All | +31.5% | +20.5% | +11.0% | +26.6% |
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