+192.1%
CAT vs ACGL
+174.7%
+17.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -14.5% | +6.4% | -20.9% | -15.8% |
| 30D | -35.7% | +16.6% | -52.3% | -38.3% |
| 3M | -36.3% | +11.6% | -47.9% | -38.2% |
| 6M | -38.5% | +17.5% | -56.0% | -41.6% |
| YTD | -2.5% | +15.3% | -17.8% | -7.3% |
| 1Y | -1.9% | +26.3% | -28.2% | -9.7% |
| 3Y | +139.2% | +35.9% | +103.3% | +108.8% |
| 5Y | +192.1% | +168.2% | +24.0% | +64.1% |
| All | +192.1% | +174.7% | +17.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling