+9.2%
CNH vs ACGL
+31.5%
-22.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.7% | +3.2% |
| 7D | -1.7% | +0.9% | -2.6% | -1.9% |
| 30D | -7.2% | +13.7% | -21.0% | -9.0% |
| 3M | +6.5% | +8.0% | -1.5% | +5.3% |
| 6M | +7.9% | +13.3% | -5.4% | +6.0% |
| YTD | +26.6% | +11.8% | +14.7% | +24.6% |
| 1Y | +13.8% | +22.2% | -8.5% | +10.7% |
| 3Y | +9.2% | +32.5% | -23.3% | +9.0% |
| All | +9.2% | +31.5% | -22.3% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling