+91.7%
CNC vs ACGL
+270.1%
-178.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -4.9% | -2.1% | -2.7% | -4.0% |
| 30D | -3.8% | -2.2% | -1.6% | -2.9% |
| 3M | -3.2% | +6.3% | -9.6% | -5.9% |
| 6M | +47.9% | +0.5% | +47.4% | +46.6% |
| YTD | +55.7% | +0.2% | +55.5% | +54.1% |
| 1Y | +106.2% | +7.3% | +99.0% | +98.6% |
| 3Y | -2.1% | +30.8% | -32.9% | -14.6% |
| 5Y | +3.4% | +155.8% | -152.4% | -34.4% |
| 10Y | +91.7% | +276.3% | -184.7% | +4.6% |
| All | +91.7% | +270.1% | -178.5% | +4.6% |
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