+13.1%
CNH vs ACGL
+161.8%
-148.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.7% |
| 7D | +23.3% | -0.7% | +24.0% | +23.6% |
| 30D | +33.5% | -1.0% | +34.5% | +33.9% |
| 3M | +32.7% | +11.0% | +21.7% | +27.1% |
| 6M | +22.2% | -0.3% | +22.5% | +21.8% |
| YTD | +57.7% | +2.3% | +55.4% | +55.5% |
| 1Y | +28.0% | +6.4% | +21.6% | +23.8% |
| 3Y | +11.5% | +34.0% | -22.4% | -8.9% |
| All | +13.1% | +161.8% | -148.7% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling