+204.7%
CTVA vs ACGL
+228.7%
-24.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | -8.5% | +13.1% | -21.7% | -13.3% |
| 3M | +5.3% | +9.8% | -4.5% | +1.1% |
| 6M | -0.1% | +15.3% | -15.3% | -6.4% |
| YTD | +21.2% | +12.7% | +8.5% | +14.0% |
| 1Y | +27.0% | +20.7% | +6.3% | +15.9% |
| 3Y | +87.2% | +34.3% | +52.9% | +58.5% |
| 5Y | +77.9% | +170.6% | -92.7% | +2.0% |
| All | +204.7% | +228.7% | -24.0% | +88.7% |
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