+4,536.7%
CRS vs ACGL
+4,429.2%
+107.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -16.6% | -1.0% | -15.6% | -16.4% |
| 3M | -3.5% | +11.0% | -14.5% | -8.4% |
| 6M | +15.4% | -0.3% | +15.8% | +14.7% |
| YTD | +51.2% | +2.3% | +48.9% | +47.8% |
| 1Y | +98.3% | +6.4% | +91.9% | +90.1% |
| 3Y | +651.5% | +34.0% | +617.6% | +538.1% |
| 5Y | +1,411.1% | +161.6% | +1,249.5% | +849.5% |
| 10Y | +1,424.3% | +278.6% | +1,145.8% | +763.9% |
| All | +4,536.7% | +4,429.2% | +107.5% | +1,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling