+5,793.7%
CRM vs ACGL
+2,187.5%
+3,606.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -2.7% |
| 7D | -3.5% | -2.9% | -0.5% | -2.0% |
| 30D | +29.3% | -2.8% | +32.1% | +30.9% |
| 3M | +36.8% | +6.8% | +30.0% | +32.4% |
| 6M | +23.9% | -1.5% | +25.4% | +24.2% |
| YTD | -5.5% | -0.2% | -5.3% | -6.2% |
| 1Y | -0.4% | +5.3% | -5.7% | -4.3% |
| 3Y | +12.8% | +30.3% | -17.5% | -6.2% |
| 5Y | -3.5% | +151.8% | -155.3% | -45.4% |
| 10Y | +238.4% | +266.9% | -28.4% | +37.9% |
| All | +5,793.7% | +2,187.5% | +3,606.2% | +673.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling