+905.1%
CRS vs ACGL
+332.3%
+572.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +9.2% |
| 7D | +4.9% | -1.1% | +6.0% | +5.6% |
| 30D | -20.8% | +13.1% | -33.9% | -28.0% |
| 3M | -46.4% | +9.8% | -56.2% | -50.4% |
| 6M | -28.6% | +15.3% | -43.8% | -37.1% |
| YTD | -2.8% | +12.7% | -15.5% | -13.8% |
| 1Y | -6.7% | +20.7% | -27.4% | -21.5% |
| 3Y | +368.0% | +34.3% | +333.7% | +244.4% |
| 5Y | +852.9% | +170.6% | +682.3% | +271.0% |
| 10Y | +905.1% | +330.6% | +574.5% | +126.3% |
| All | +905.1% | +332.3% | +572.8% | +126.3% |
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