+1,327.0%
CRS vs ACGL
+263.8%
+1,063.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.8% |
| 7D | -3.1% | -2.9% | -0.1% | -1.0% |
| 30D | -19.6% | -2.8% | -16.8% | -18.1% |
| 3M | -8.1% | +6.8% | -14.9% | -13.4% |
| 6M | +18.6% | -1.5% | +20.1% | +18.0% |
| YTD | +45.9% | -0.2% | +46.1% | +42.5% |
| 1Y | +82.5% | +5.3% | +77.2% | +70.4% |
| 3Y | +648.9% | +30.3% | +618.6% | +456.8% |
| 5Y | +1,438.1% | +151.8% | +1,286.3% | +525.1% |
| 10Y | +1,327.0% | +266.9% | +1,060.1% | +310.1% |
| All | +1,327.0% | +263.8% | +1,063.2% | +310.1% |
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 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