+4,765.5%
ACGL vs CHD
+8,560.0%
-3,794.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +12.8% | +11.6% | +1.2% | +10.3% |
| 3M | +12.3% | +10.7% | +1.6% | +10.0% |
| 6M | +15.8% | +20.2% | -4.4% | +11.5% |
| YTD | +13.9% | +34.5% | -20.6% | +7.0% |
| 1Y | +19.0% | +32.6% | -13.5% | +12.1% |
| 3Y | +33.7% | +29.1% | +4.6% | +26.2% |
| 5Y | +173.4% | +31.5% | +141.9% | +155.3% |
| 10Y | +324.9% | +190.9% | +133.9% | +240.3% |
| All | +4,765.5% | +8,560.0% | -3,794.5% | +3,034.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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