+238.9%
CRM vs ACGL
+276.6%
-37.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -2.0% | -2.4% | -3.7% |
| 30D | +28.1% | -1.2% | +29.4% | +28.6% |
| 3M | +48.8% | +5.4% | +43.4% | +46.0% |
| 6M | +28.3% | +1.4% | +26.9% | +27.2% |
| YTD | -6.0% | +0.2% | -6.2% | -6.6% |
| 1Y | +1.4% | +4.1% | -2.7% | -1.0% |
| 3Y | +11.8% | +28.2% | -16.4% | -1.6% |
| 5Y | -2.0% | +159.5% | -161.5% | -37.0% |
| All | +238.9% | +276.6% | -37.7% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling