+206.2%
CTVA vs ACM
+134.2%
+72.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +2.4% | +6.6% | -4.2% | -0.5% |
| 30D | -8.1% | +19.8% | -27.9% | -15.5% |
| 3M | +6.3% | -3.1% | +9.4% | +6.7% |
| 6M | +0.4% | -11.5% | +11.9% | +4.1% |
| YTD | +21.8% | -24.7% | +46.5% | +35.0% |
| 1Y | +24.9% | -45.1% | +69.9% | +62.0% |
| 3Y | +92.3% | -8.9% | +101.2% | +84.7% |
| 5Y | +78.9% | +5.4% | +73.5% | +54.5% |
| All | +206.2% | +134.2% | +72.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling