+35.3%
CNH vs ACGL
+35.1%
+0.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.8% |
| 7D | +8.6% | -1.1% | +9.6% | +8.7% |
| 30D | +12.6% | +13.1% | -0.6% | +10.5% |
| 3M | +17.5% | +9.8% | +7.7% | +15.8% |
| 6M | +18.1% | +15.3% | +2.8% | +15.7% |
| YTD | +40.4% | +12.7% | +27.7% | +38.0% |
| 1Y | +34.0% | +20.7% | +13.3% | +30.5% |
| 3Y | +35.3% | +34.3% | +1.0% | +37.9% |
| All | +35.3% | +35.1% | +0.2% | +37.9% |
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