+885.4%
CNP vs ACGL
+5,005.0%
-4,119.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -5.3% | +6.4% | -11.7% | -6.8% |
| 30D | +3.7% | +16.6% | -13.0% | -0.3% |
| 3M | -1.1% | +11.6% | -12.7% | -3.9% |
| 6M | -7.1% | +17.5% | -24.6% | -10.9% |
| YTD | +6.0% | +15.3% | -9.2% | +1.9% |
| 1Y | +5.2% | +26.3% | -21.1% | -1.2% |
| 3Y | +57.5% | +35.9% | +21.6% | +43.6% |
| 5Y | +70.0% | +168.2% | -98.1% | +29.1% |
| 10Y | +137.8% | +352.0% | -214.2% | +61.4% |
| All | +885.4% | +5,005.0% | -4,119.5% | +426.0% |
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