+6,032.9%
CRM vs ACGL
+2,244.7%
+3,788.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | +34.3% | -1.0% | +35.3% | +34.7% |
| 3M | +37.7% | +11.0% | +26.6% | +30.6% |
| 6M | +34.9% | -0.3% | +35.3% | +34.4% |
| YTD | -1.6% | +2.3% | -3.9% | -3.6% |
| 1Y | +7.1% | +6.4% | +0.8% | +2.4% |
| 3Y | +19.0% | +34.0% | -14.9% | -2.3% |
| 5Y | -1.3% | +161.6% | -162.9% | -45.2% |
| 10Y | +251.2% | +278.6% | -27.4% | +40.7% |
| All | +6,032.9% | +2,244.7% | +3,788.2% | +694.5% |
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