+94.6%
CRH vs ACGL
+154.3%
-59.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.8% | -3.6% | -1.1% | -3.5% |
| 30D | -13.1% | -2.1% | -11.0% | -12.5% |
| 3M | -12.0% | +5.4% | -17.3% | -13.8% |
| 6M | -16.9% | 0.0% | -16.9% | -17.2% |
| YTD | -29.0% | +0.3% | -29.3% | -29.6% |
| 1Y | -20.3% | +6.2% | -26.5% | -23.0% |
| 3Y | +69.2% | +30.9% | +38.3% | +43.7% |
| 5Y | +94.6% | +159.8% | -65.2% | +9.9% |
| All | +94.6% | +154.3% | -59.6% | +9.9% |
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 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