+3,630.6%
CAH vs ACGL
+4,891.8%
-1,261.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +7.8% | -1.1% | +8.9% | +8.1% |
| 30D | +15.5% | +13.1% | +2.3% | +11.9% |
| 3M | +16.3% | +9.8% | +6.5% | +13.6% |
| 6M | +50.0% | +15.3% | +34.8% | +44.7% |
| YTD | +34.7% | +12.7% | +22.0% | +30.3% |
| 1Y | +35.9% | +20.7% | +15.2% | +29.3% |
| 3Y | +178.5% | +34.3% | +144.2% | +156.2% |
| 5Y | +515.7% | +170.6% | +345.1% | +374.3% |
| 10Y | +421.5% | +330.6% | +90.9% | +258.8% |
| All | +3,630.6% | +4,891.8% | -1,261.2% | +1,859.8% |
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 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