+105.1%
CTVA vs ACI
-43.7%
+148.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | -5.8% | -5.0% | -0.8% | -5.0% |
| 30D | +11.1% | -2.3% | +13.4% | +11.5% |
| 3M | +13.2% | -23.2% | +36.4% | +17.3% |
| 6M | +8.7% | -29.5% | +38.2% | +14.1% |
| YTD | +27.3% | -28.6% | +55.9% | +33.0% |
| 1Y | +18.0% | -34.0% | +52.0% | +25.0% |
| 3Y | +76.5% | -45.0% | +121.5% | +92.3% |
| 5Y | +105.1% | -44.0% | +149.1% | +117.0% |
| All | +105.1% | -43.7% | +148.8% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling