+5.1%
CNC vs ACGL
+161.8%
-156.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +3.5% | -0.7% | +4.3% | +3.8% |
| 30D | +0.1% | -1.0% | +1.1% | +0.4% |
| 3M | +6.9% | +11.0% | -4.1% | +2.8% |
| 6M | +49.0% | -0.3% | +49.3% | +48.5% |
| YTD | +62.9% | +2.3% | +60.6% | +60.3% |
| 1Y | +134.0% | +6.4% | +127.6% | +126.7% |
| 3Y | +9.4% | +34.0% | -24.5% | -3.6% |
| All | +5.1% | +161.8% | -156.7% | -32.8% |
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 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