+725.3%
CAT vs ACGL
+337.7%
+387.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.1% |
| 7D | -10.3% | +0.9% | -11.2% | -10.8% |
| 30D | -31.2% | +13.7% | -44.9% | -35.2% |
| 3M | -34.7% | +8.0% | -42.7% | -37.2% |
| 6M | -39.5% | +13.3% | -52.8% | -43.6% |
| YTD | -1.7% | +11.8% | -13.5% | -8.3% |
| 1Y | -1.1% | +22.2% | -23.4% | -11.7% |
| 3Y | +143.9% | +32.5% | +111.4% | +102.6% |
| 5Y | +194.8% | +160.2% | +34.6% | +66.3% |
| All | +725.3% | +337.7% | +387.7% | +217.8% |
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 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