+153.3%
CNC vs ACGL
+332.0%
-178.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | +4.0% | +1.3% | +2.8% | +3.6% |
| 30D | +7.4% | +14.2% | -6.8% | +1.7% |
| 3M | +5.4% | +11.1% | -5.6% | +1.0% |
| 6M | +25.4% | +16.4% | +9.1% | +17.4% |
| YTD | +70.6% | +13.8% | +56.8% | +60.2% |
| 1Y | +104.9% | +21.6% | +83.4% | +87.2% |
| 3Y | -2.3% | +33.5% | -35.9% | -15.2% |
| 5Y | -6.5% | +174.8% | -181.3% | -42.3% |
| 10Y | +153.3% | +330.4% | -177.1% | +48.9% |
| All | +153.3% | +332.0% | -178.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling