+106.3%
CNH vs ACGL
+332.0%
-225.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | +4.5% | +1.3% | +3.3% | +3.7% |
| 30D | +7.6% | +14.2% | -6.6% | +0.2% |
| 3M | +17.0% | +11.1% | +5.9% | +10.4% |
| 6M | +12.9% | +16.4% | -3.4% | +3.3% |
| YTD | +34.3% | +13.8% | +20.5% | +23.9% |
| 1Y | +28.5% | +21.6% | +7.0% | +14.4% |
| 3Y | +31.9% | +33.5% | -1.7% | +6.0% |
| 5Y | -9.6% | +174.8% | -184.4% | -55.0% |
| 10Y | +106.3% | +330.4% | -224.1% | -19.2% |
| All | +106.3% | +332.0% | -225.7% | -19.2% |
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