+5,062.8%
CRM vs ACGL
+2,519.8%
+2,543.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.0% | +2.2% | -0.2% | +0.9% |
| 30D | -7.7% | +12.3% | -20.0% | -12.8% |
| 3M | +8.4% | +11.8% | -3.4% | +2.3% |
| 6M | +31.9% | +17.5% | +14.5% | +21.5% |
| YTD | -17.2% | +14.3% | -31.5% | -23.2% |
| 1Y | -8.6% | +18.2% | -26.8% | -16.7% |
| 3Y | +3.1% | +33.2% | -30.0% | -14.5% |
| 5Y | -27.6% | +174.3% | -201.9% | -60.5% |
| 10Y | +197.6% | +326.3% | -128.7% | +12.4% |
| All | +5,062.8% | +2,519.8% | +2,543.0% | +533.1% |
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