+10.3%
CNH vs ACGL
+34.2%
-23.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.3% |
| 7D | +23.3% | -0.7% | +24.0% | +23.4% |
| 30D | +33.5% | -1.0% | +34.5% | +33.6% |
| 3M | +32.7% | +11.0% | +21.7% | +30.8% |
| 6M | +22.2% | -0.3% | +22.5% | +22.3% |
| YTD | +57.7% | +2.3% | +55.4% | +57.3% |
| 1Y | +28.0% | +6.4% | +21.6% | +27.0% |
| All | +10.3% | +34.2% | -23.9% | +6.6% |
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