+113.9%
CNH vs ACGL
+329.5%
-215.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +6.7% | -1.4% | +8.0% | +7.4% |
| 30D | +7.2% | +12.4% | -5.2% | +0.7% |
| 3M | +17.5% | +11.1% | +6.4% | +10.8% |
| 6M | +15.0% | +16.3% | -1.4% | +5.2% |
| YTD | +36.8% | +13.8% | +23.0% | +26.2% |
| 1Y | +27.6% | +20.4% | +7.2% | +14.1% |
| 3Y | +34.3% | +33.6% | +0.8% | +7.9% |
| 5Y | -12.2% | +176.8% | -189.1% | -56.5% |
| 10Y | +113.9% | +324.6% | -210.7% | -17.3% |
| All | +113.9% | +329.5% | -215.6% | -17.3% |
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