+39.6%
CTVA vs ACI
-31.0%
+70.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.3% | -25.6% | -24.5% |
| 7D | -23.7% | -0.5% | -23.2% | -23.7% |
| 30D | -31.2% | +4.9% | -36.1% | -31.7% |
| 3M | -18.7% | +11.1% | -29.8% | -19.9% |
| 6M | -25.5% | -14.9% | -10.6% | -24.2% |
| YTD | -8.0% | -19.6% | +11.6% | -5.8% |
| 1Y | -7.0% | -22.7% | +15.7% | -4.0% |
| All | +39.6% | -31.0% | +70.6% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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