+674.0%
CAT vs ACGL
+332.0%
+342.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -6.3% | +1.3% | -7.6% | -6.9% |
| 30D | -26.8% | +14.2% | -41.0% | -31.1% |
| 3M | -30.0% | +11.1% | -41.1% | -33.5% |
| 6M | -34.6% | +16.4% | -50.9% | -39.7% |
| YTD | +2.9% | +13.8% | -10.9% | -4.7% |
| 1Y | +3.3% | +21.6% | -18.3% | -7.4% |
| 3Y | +153.7% | +33.5% | +120.2% | +110.4% |
| 5Y | +207.3% | +174.8% | +32.4% | +69.0% |
| 10Y | +674.0% | +330.4% | +343.7% | +216.2% |
| All | +674.0% | +332.0% | +342.0% | +216.2% |
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