+9,110.2%
CP vs ACGL
+5,005.0%
+4,105.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.1% | +6.4% | -0.3% | +4.4% |
| 30D | +9.8% | +16.6% | -6.9% | +5.3% |
| 3M | +2.7% | +11.6% | -8.8% | -0.3% |
| 6M | +12.8% | +17.5% | -4.7% | +7.7% |
| YTD | +28.2% | +15.3% | +12.9% | +22.9% |
| 1Y | +34.1% | +26.3% | +7.8% | +25.5% |
| 3Y | +28.9% | +35.9% | -7.1% | +16.3% |
| 5Y | +27.1% | +168.2% | -141.1% | -5.9% |
| 10Y | +264.8% | +352.0% | -87.2% | +133.2% |
| All | +9,110.2% | +5,005.0% | +4,105.2% | +4,211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling