+78.0%
CTVA vs ACGL
+34.2%
+43.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | +4.9% | -0.7% | +5.7% | +5.1% |
| 30D | +11.9% | -1.0% | +12.9% | +12.1% |
| 3M | +13.7% | +11.0% | +2.6% | +11.4% |
| 6M | +13.1% | -0.3% | +13.5% | +13.0% |
| YTD | +32.0% | +2.3% | +29.7% | +30.9% |
| 1Y | +22.1% | +6.4% | +15.7% | +20.0% |
| All | +78.0% | +34.2% | +43.8% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling