+10,595.6%
CAT vs ACGL
+4,429.2%
+6,166.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | +1.7% | -0.7% | +2.5% | +1.9% |
| 30D | -6.6% | -1.0% | -5.6% | -6.4% |
| 3M | -13.3% | +11.0% | -24.3% | -16.3% |
| 6M | +11.6% | -0.3% | +11.9% | +10.9% |
| YTD | +42.9% | +2.3% | +40.7% | +40.6% |
| 1Y | +95.4% | +6.4% | +89.1% | +89.6% |
| 3Y | +196.6% | +34.0% | +162.6% | +164.8% |
| 5Y | +321.7% | +161.6% | +160.0% | +208.2% |
| 10Y | +1,140.8% | +278.6% | +862.2% | +714.4% |
| All | +10,595.6% | +4,429.2% | +6,166.4% | +5,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling