+36.6%
CTVA vs ACGL
+173.3%
-136.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -20.8% | +2.2% | -22.9% | -21.3% |
| 30D | -29.6% | +12.3% | -41.9% | -32.0% |
| 3M | -16.9% | +11.8% | -28.7% | -19.6% |
| 6M | -24.3% | +17.5% | -41.7% | -27.9% |
| YTD | -5.6% | +14.3% | -19.9% | -9.8% |
| 1Y | -4.2% | +18.2% | -22.3% | -9.4% |
| 3Y | +43.3% | +33.2% | +10.1% | +29.0% |
| All | +36.6% | +173.3% | -136.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling