-3.4%
CRM vs ACGL
+154.0%
-157.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -5.0% | -2.1% | -2.8% | -4.4% |
| 30D | +23.6% | -2.2% | +25.8% | +24.2% |
| 3M | +39.6% | +6.3% | +33.3% | +37.3% |
| 6M | +23.4% | +0.5% | +22.9% | +23.0% |
| YTD | -7.4% | +0.2% | -7.6% | -7.8% |
| 1Y | -2.3% | +7.3% | -9.6% | -5.0% |
| 3Y | +10.5% | +30.8% | -20.3% | -1.9% |
| All | -3.4% | +154.0% | -157.5% | -36.5% |
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 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