+24.4%
CP vs ACGL
+159.2%
-134.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +10.2% | +13.7% | -3.5% | +6.8% |
| 3M | +2.4% | +8.0% | -5.7% | +0.4% |
| 6M | +7.7% | +13.3% | -5.6% | +4.2% |
| YTD | +26.0% | +11.8% | +14.1% | +22.2% |
| 1Y | +34.6% | +22.2% | +12.4% | +27.8% |
| 3Y | +26.7% | +32.5% | -5.8% | +15.4% |
| All | +24.4% | +159.2% | -134.9% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling