+332.3%
CRS vs ACGL
+33.8%
+298.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +4.8% | +2.2% | +2.6% | +4.2% |
| 30D | -23.2% | +12.3% | -35.5% | -25.5% |
| 3M | -45.5% | +11.8% | -57.3% | -47.1% |
| 6M | -33.1% | +17.5% | -50.6% | -36.5% |
| YTD | -7.2% | +14.3% | -21.5% | -11.3% |
| 1Y | -10.0% | +18.2% | -28.2% | -15.1% |
| 3Y | +332.3% | +33.2% | +299.2% | +306.2% |
| All | +332.3% | +33.8% | +298.5% | +306.2% |
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