+31.9%
CP vs ACGL
+35.1%
-3.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +2.8% | -1.1% | +3.9% | +3.0% |
| 30D | +11.3% | +13.1% | -1.8% | +9.1% |
| 3M | +2.9% | +9.8% | -6.9% | +1.3% |
| 6M | +9.8% | +15.3% | -5.5% | +7.2% |
| YTD | +28.5% | +12.7% | +15.8% | +25.9% |
| 1Y | +33.5% | +20.7% | +12.8% | +29.6% |
| 3Y | +31.9% | +34.3% | -2.4% | +29.0% |
| All | +31.9% | +35.1% | -3.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling