+4,681.9%
CNC vs ACGL
+4,217.8%
+464.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +3.0% | -1.1% | +4.1% | +3.7% |
| 30D | +4.9% | +13.1% | -8.3% | -0.7% |
| 3M | +4.2% | +9.8% | -5.6% | 0.0% |
| 6M | +22.5% | +15.3% | +7.2% | +14.5% |
| YTD | +66.6% | +12.7% | +53.8% | +56.3% |
| 1Y | +82.5% | +20.7% | +61.8% | +66.1% |
| 3Y | -4.1% | +34.3% | -38.4% | -17.8% |
| 5Y | -8.3% | +170.6% | -178.9% | -44.4% |
| 10Y | +153.6% | +330.6% | -177.0% | +16.5% |
| All | +4,681.9% | +4,217.8% | +464.0% | +955.2% |
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