-25.3%
CRCL vs ACGL
+15.4%
-40.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.4% |
| 7D | -8.4% | +2.2% | -10.5% | -7.7% |
| 30D | -21.8% | +12.3% | -34.1% | -18.5% |
| 3M | -17.5% | +11.8% | -29.3% | -14.3% |
| 6M | -50.9% | +17.5% | -68.3% | -47.3% |
| YTD | -21.6% | +14.3% | -35.8% | -17.2% |
| 1Y | -24.5% | +18.2% | -42.6% | -20.8% |
| All | -25.3% | +15.4% | -40.7% | -12.4% |
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