+11.7%
CRCL vs ACGL
+1.2%
+10.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.2% |
| 7D | +4.9% | -2.1% | +7.0% | +3.9% |
| 30D | +38.7% | -2.2% | +40.9% | +37.5% |
| 3M | +14.7% | +6.3% | +8.3% | +18.2% |
| 6M | -16.9% | +0.5% | -17.4% | -15.5% |
| YTD | +17.3% | +0.2% | +17.1% | +18.3% |
| 1Y | -21.2% | +7.3% | -28.5% | -22.0% |
| All | +11.7% | +1.2% | +10.5% | +25.2% |
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