+31.2%
CNH vs ACGL
+548.3%
-517.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -0.4% | +6.4% | -6.7% | -3.6% |
| 30D | -15.2% | +16.6% | -31.8% | -21.9% |
| 3M | +4.3% | +11.6% | -7.3% | -1.8% |
| 6M | +10.1% | +17.5% | -7.4% | +0.3% |
| YTD | +23.2% | +15.3% | +7.9% | +13.0% |
| 1Y | +8.5% | +26.3% | -17.8% | -5.5% |
| 3Y | +4.1% | +35.9% | -31.9% | -17.1% |
| 5Y | -17.8% | +168.2% | -186.0% | -58.0% |
| 10Y | +113.3% | +352.0% | -238.7% | -21.2% |
| All | +31.2% | +548.3% | -517.1% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling