+134.8%
CNP vs ACGL
+337.7%
-202.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.7% |
| 30D | +5.5% | +13.7% | -8.2% | -0.7% |
| 3M | +0.6% | +8.0% | -7.5% | -3.3% |
| 6M | -2.8% | +13.3% | -16.1% | -8.8% |
| YTD | +7.9% | +11.8% | -4.0% | +1.4% |
| 1Y | +6.7% | +22.2% | -15.6% | -3.9% |
| 3Y | +61.1% | +32.5% | +28.7% | +34.8% |
| 5Y | +73.0% | +160.2% | -87.2% | -4.4% |
| All | +134.8% | +337.7% | -202.9% | +15.7% |
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