+22.6%
CRCL vs ACGL
+3.3%
+19.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.9% |
| 7D | +17.1% | -0.7% | +17.9% | +16.7% |
| 30D | +61.3% | -1.0% | +62.3% | +60.6% |
| 3M | +12.7% | +11.0% | +1.7% | +18.6% |
| 6M | -3.1% | -0.3% | -2.7% | -1.3% |
| YTD | +28.7% | +2.3% | +26.4% | +30.9% |
| 1Y | -13.1% | +6.4% | -19.5% | -11.7% |
| All | +22.6% | +3.3% | +19.3% | +38.5% |
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