+4,577.2%
CNC vs ACGL
+3,817.7%
+759.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +3.5% | -0.7% | +4.3% | +3.9% |
| 30D | +0.1% | -1.0% | +1.1% | +0.5% |
| 3M | +6.9% | +11.0% | -4.1% | +1.7% |
| 6M | +49.0% | -0.3% | +49.3% | +48.1% |
| YTD | +62.9% | +2.3% | +60.6% | +59.7% |
| 1Y | +134.0% | +6.4% | +127.6% | +125.4% |
| 3Y | +9.4% | +34.0% | -24.5% | -6.5% |
| 5Y | +4.1% | +161.6% | -157.5% | -36.1% |
| 10Y | +95.4% | +278.6% | -183.2% | -5.1% |
| All | +4,577.2% | +3,817.7% | +759.5% | +977.6% |
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 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