+2,987.0%
CRH vs ACGL
+4,336.4%
-1,349.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -6.1% | -2.0% | -4.0% | -5.4% |
| 30D | -9.3% | -1.2% | -8.0% | -9.0% |
| 3M | -15.2% | +5.4% | -20.6% | -16.7% |
| 6M | -14.2% | +1.4% | -15.6% | -14.9% |
| YTD | -28.3% | +0.2% | -28.4% | -28.7% |
| 1Y | -21.8% | +4.1% | -25.9% | -23.4% |
| 3Y | +71.6% | +28.2% | +43.4% | +55.0% |
| 5Y | +96.6% | +159.5% | -62.9% | +41.4% |
| 10Y | +253.8% | +276.2% | -22.4% | +127.3% |
| All | +2,987.0% | +4,336.4% | -1,349.5% | +1,404.7% |
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