+263.7%
CTVA vs ACI
+25.9%
+237.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | +11.9% | +5.9% | +6.0% | +11.1% |
| 3M | +13.7% | -19.8% | +33.4% | +16.3% |
| 6M | +13.1% | -24.7% | +37.9% | +16.5% |
| YTD | +32.0% | -24.4% | +56.3% | +35.7% |
| 1Y | +22.1% | -31.5% | +53.6% | +27.1% |
| 3Y | +77.5% | -38.7% | +116.2% | +86.9% |
| 5Y | +106.3% | -42.8% | +149.1% | +115.4% |
| All | +263.7% | +25.9% | +237.8% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling