+5.0%
CARR vs ACGL
+29.4%
-24.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | +3.2% | -2.9% | +6.2% | +3.7% |
| 30D | -7.7% | -2.8% | -4.8% | -7.3% |
| 3M | -11.9% | +6.8% | -18.7% | -13.5% |
| 6M | +2.0% | -1.5% | +3.6% | +1.8% |
| YTD | +13.2% | -0.2% | +13.4% | +12.4% |
| 1Y | -8.5% | +5.3% | -13.8% | -10.3% |
| 3Y | +5.0% | +30.3% | -25.3% | -1.4% |
| All | +5.0% | +29.4% | -24.4% | -1.4% |
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