+395.6%
CARR vs ACGL
+325.5%
+70.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | -0.8% | +12.8% | -13.6% | -5.1% |
| 3M | -13.4% | +12.3% | -25.7% | -17.2% |
| 6M | -16.4% | +15.8% | -32.2% | -21.5% |
| YTD | +4.5% | +13.9% | -9.4% | -1.6% |
| 1Y | -1.4% | +19.0% | -20.4% | -8.7% |
| 3Y | +10.0% | +33.7% | -23.7% | -5.2% |
| 5Y | +4.2% | +173.4% | -169.2% | -35.8% |
| All | +395.6% | +325.5% | +70.1% | +151.1% |
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