+122.7%
CRBG vs ACGL
+30.3%
+92.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.4% |
| 30D | +2.6% | -1.2% | +3.9% | +3.1% |
| 3M | +24.0% | +5.4% | +18.6% | +20.7% |
| 6M | +50.5% | +1.4% | +49.2% | +48.8% |
| YTD | +17.1% | +0.2% | +17.0% | +15.9% |
| 1Y | +5.9% | +4.1% | +1.8% | +2.7% |
| 3Y | +122.7% | +28.2% | +94.5% | +108.3% |
| All | +122.7% | +30.3% | +92.4% | +108.3% |
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