+688.6%
CAT vs ACGL
+324.4%
+364.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +7.4% | +2.2% | +5.3% | +6.5% |
| 30D | -19.7% | +12.3% | -32.0% | -23.8% |
| 3M | -29.6% | +11.8% | -41.4% | -33.3% |
| 6M | -33.2% | +17.5% | -50.7% | -38.7% |
| YTD | +5.7% | +14.3% | -8.6% | -2.4% |
| 1Y | +9.3% | +18.2% | -8.8% | -0.6% |
| 3Y | +158.3% | +33.2% | +125.2% | +114.6% |
| 5Y | +211.6% | +174.3% | +37.3% | +71.6% |
| All | +688.6% | +324.4% | +364.3% | +225.4% |
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 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