+82.5%
CRS vs ACGL
+2.4%
+80.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.5% |
| 7D | -3.1% | -2.9% | -0.1% | -3.1% |
| 30D | -19.6% | -2.8% | -16.8% | -19.7% |
| 3M | -8.1% | +6.8% | -14.9% | -8.6% |
| 6M | +18.6% | -1.5% | +20.1% | +19.1% |
| YTD | +45.9% | -0.2% | +46.1% | +46.7% |
| 1Y | +82.5% | +5.3% | +77.2% | +79.6% |
| All | +82.5% | +2.4% | +80.1% | +79.6% |
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