+397.5%
CARR vs ACGL
+325.2%
+72.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | -1.9% | -1.4% | -0.6% | -1.5% |
| 30D | -1.1% | +12.4% | -13.5% | -5.3% |
| 3M | -13.8% | +11.1% | -24.9% | -17.2% |
| 6M | -16.5% | +16.3% | -32.8% | -21.7% |
| YTD | +4.9% | +13.8% | -8.9% | -1.2% |
| 1Y | -2.7% | +20.4% | -23.1% | -10.3% |
| 3Y | +10.4% | +33.6% | -23.1% | -4.8% |
| 5Y | +7.7% | +176.8% | -169.1% | -34.0% |
| All | +397.5% | +325.2% | +72.3% | +152.1% |
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