-8.0%
CRS vs ACGL
+20.4%
-28.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +4.4% | -1.4% | +5.7% | +4.0% |
| 30D | -19.1% | +12.4% | -31.5% | -17.0% |
| 3M | -43.2% | +11.1% | -54.3% | -41.8% |
| 6M | -28.9% | +16.3% | -45.2% | -26.5% |
| YTD | -3.0% | +13.8% | -16.8% | +1.7% |
| All | -8.0% | +20.4% | -28.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling