+293.7%
CAH vs ACGL
+263.8%
+29.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | +1.7% | -2.8% | +4.5% | +3.0% |
| 3M | +17.9% | +6.8% | +11.1% | +14.5% |
| 6M | +10.9% | -1.5% | +12.5% | +11.2% |
| YTD | +17.9% | -0.2% | +18.1% | +17.1% |
| 1Y | +61.7% | +5.3% | +56.4% | +56.8% |
| 3Y | +183.7% | +30.3% | +153.5% | +145.0% |
| 5Y | +401.3% | +151.8% | +249.5% | +211.5% |
| 10Y | +293.7% | +266.9% | +26.8% | +100.8% |
| All | +293.7% | +263.8% | +29.9% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling