+224.3%
CTVA vs ACGL
+191.0%
+33.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -2.1% | -2.9% | +0.9% | -0.9% |
| 30D | +12.0% | -2.8% | +14.9% | +13.4% |
| 3M | +13.5% | +6.8% | +6.7% | +10.1% |
| 6M | +12.1% | -1.5% | +13.7% | +12.2% |
| YTD | +29.0% | -0.2% | +29.2% | +27.9% |
| 1Y | +18.9% | +5.3% | +13.6% | +15.0% |
| 3Y | +78.9% | +30.3% | +48.6% | +51.7% |
| 5Y | +105.2% | +151.8% | -46.6% | +20.4% |
| All | +224.3% | +191.0% | +33.3% | +111.6% |
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