-3.6%
CNC vs ACGL
+30.4%
-33.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.9% | -2.1% | -2.7% | -4.2% |
| 30D | -3.8% | -2.2% | -1.6% | -3.1% |
| 3M | -3.2% | +6.3% | -9.6% | -5.3% |
| 6M | +47.9% | +0.5% | +47.4% | +46.9% |
| YTD | +55.7% | +0.2% | +55.5% | +54.3% |
| 1Y | +106.2% | +7.3% | +99.0% | +99.0% |
| All | -3.6% | +30.4% | -33.9% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling