+112.4%
CNH vs ACGL
+337.7%
-225.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.7% | +4.3% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | -7.2% | +13.7% | -21.0% | -13.5% |
| 3M | +6.5% | +8.0% | -1.5% | +2.0% |
| 6M | +7.9% | +13.3% | -5.4% | +0.1% |
| YTD | +26.6% | +11.8% | +14.7% | +17.9% |
| 1Y | +13.8% | +22.2% | -8.5% | +0.8% |
| 3Y | +9.2% | +32.5% | -23.3% | -12.1% |
| 5Y | -15.6% | +160.2% | -175.8% | -56.6% |
| All | +112.4% | +337.7% | -225.3% | -22.1% |
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 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