+108.1%
CSCO vs ACGL
+33.2%
+74.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | -12.6% | +12.4% | -25.0% | -12.8% |
| 3M | -16.0% | +11.1% | -27.1% | -16.1% |
| 6M | +2.8% | +16.3% | -13.5% | +2.5% |
| YTD | +33.2% | +13.8% | +19.4% | +32.8% |
| 1Y | +43.1% | +20.4% | +22.7% | +41.3% |
| All | +108.1% | +33.2% | +74.9% | +105.2% |
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