+139.8%
CNP vs ACGL
+332.3%
-192.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +5.7% | +13.1% | -7.4% | -0.3% |
| 3M | +0.9% | +9.8% | -8.9% | -3.6% |
| 6M | -1.1% | +15.3% | -16.3% | -7.8% |
| YTD | +8.3% | +12.7% | -4.5% | +1.4% |
| 1Y | +5.9% | +20.7% | -14.8% | -4.0% |
| 3Y | +64.6% | +34.3% | +30.3% | +36.8% |
| 5Y | +74.6% | +170.6% | -96.0% | -5.7% |
| 10Y | +139.8% | +330.6% | -190.7% | +15.6% |
| All | +139.8% | +332.3% | -192.5% | +15.6% |
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