+2,616.3%
CRS vs ACGL
+4,853.1%
-2,236.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.1% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | -28.8% | +13.7% | -42.5% | -33.0% |
| 3M | -50.0% | +8.0% | -58.1% | -52.0% |
| 6M | -39.2% | +13.3% | -52.5% | -43.2% |
| YTD | -11.4% | +11.8% | -23.3% | -17.2% |
| 1Y | -11.7% | +22.2% | -33.9% | -20.7% |
| 3Y | +319.6% | +32.5% | +287.2% | +257.5% |
| 5Y | +794.8% | +160.2% | +634.6% | +461.1% |
| 10Y | +926.9% | +338.5% | +588.4% | +445.6% |
| All | +2,616.3% | +4,853.1% | -2,236.8% | +772.4% |
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 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