+179.0%
CAH vs ACGL
+31.5%
+147.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.4% | +2.5% |
| 7D | +8.5% | +0.9% | +7.6% | +8.1% |
| 30D | +17.0% | +13.7% | +3.3% | +11.8% |
| 3M | +14.6% | +8.0% | +6.6% | +11.4% |
| 6M | +42.5% | +13.3% | +29.3% | +36.2% |
| YTD | +33.5% | +11.8% | +21.6% | +27.7% |
| 1Y | +38.5% | +22.2% | +16.3% | +28.2% |
| 3Y | +179.0% | +32.5% | +146.5% | +138.5% |
| All | +179.0% | +31.5% | +147.5% | +138.5% |
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