+414.1%
CARR vs ACGL
+274.7%
+139.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -4.1% | -3.6% | -0.5% | -2.9% |
| 30D | -11.0% | -2.1% | -8.9% | -10.3% |
| 3M | -16.4% | +5.4% | -21.7% | -18.5% |
| 6M | -2.4% | 0.0% | -2.4% | -3.2% |
| YTD | +8.4% | +0.3% | +8.1% | +7.1% |
| 1Y | -8.0% | +6.2% | -14.2% | -11.3% |
| 3Y | +0.6% | +30.9% | -30.4% | -13.5% |
| 5Y | +7.7% | +159.8% | -152.1% | -32.7% |
| All | +414.1% | +274.7% | +139.4% | +173.1% |
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