+76.0%
CNP vs ACGL
+173.1%
-97.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | +6.8% | +14.2% | -7.4% | +3.3% |
| 3M | +3.6% | +11.1% | -7.4% | +0.8% |
| 6M | 0.0% | +16.4% | -16.4% | -3.9% |
| YTD | +9.4% | +13.8% | -4.4% | +5.5% |
| 1Y | +6.8% | +21.6% | -14.7% | +1.3% |
| 3Y | +64.2% | +33.5% | +30.6% | +50.1% |
| 5Y | +76.0% | +174.8% | -98.8% | +21.2% |
| All | +76.0% | +173.1% | -97.1% | +21.2% |
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 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