+68.0%
CNH vs ACGL
+475.2%
-407.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +5.0% |
| 7D | +23.3% | -0.7% | +24.0% | +23.7% |
| 30D | +33.5% | -1.0% | +34.5% | +34.0% |
| 3M | +32.7% | +11.0% | +21.7% | +24.9% |
| 6M | +22.2% | -0.3% | +22.5% | +21.4% |
| YTD | +57.7% | +2.3% | +55.4% | +54.2% |
| 1Y | +28.0% | +6.4% | +21.6% | +21.9% |
| 3Y | +11.5% | +34.0% | -22.4% | -11.7% |
| 5Y | +11.9% | +161.6% | -149.8% | -42.6% |
| 10Y | +162.8% | +278.6% | -115.8% | +6.6% |
| All | +68.0% | +475.2% | -407.2% | -46.9% |
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 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