+319.6%
CRS vs ACGL
+31.5%
+288.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.5% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -28.8% | +13.7% | -42.5% | -31.3% |
| 3M | -50.0% | +8.0% | -58.1% | -51.1% |
| 6M | -39.2% | +13.3% | -52.5% | -41.7% |
| YTD | -11.4% | +11.8% | -23.3% | -14.9% |
| 1Y | -11.7% | +22.2% | -33.9% | -18.2% |
| 3Y | +319.6% | +32.5% | +287.2% | +283.3% |
| All | +319.6% | +31.5% | +288.2% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling