+205.4%
CTVA vs ACGL
+231.9%
-26.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.4% |
| 30D | -8.7% | +12.4% | -21.1% | -13.2% |
| 3M | +6.4% | +11.1% | -4.7% | +1.6% |
| 6M | -1.9% | +16.3% | -18.2% | -8.4% |
| YTD | +21.5% | +13.8% | +7.7% | +13.8% |
| 1Y | +24.3% | +20.4% | +3.9% | +13.5% |
| 3Y | +91.8% | +33.6% | +58.2% | +62.9% |
| 5Y | +78.4% | +176.8% | -98.4% | +1.2% |
| All | +205.4% | +231.9% | -26.5% | +88.3% |
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