+36.6%
CTVA vs ACM
+1.1%
+35.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.1% | +2.4% |
| 7D | -20.8% | +5.6% | -26.4% | -22.2% |
| 30D | -29.6% | +20.8% | -50.4% | -33.8% |
| 3M | -16.9% | +11.4% | -28.3% | -20.1% |
| 6M | -24.3% | +0.9% | -25.2% | -25.3% |
| YTD | -5.6% | -24.8% | +19.2% | +2.7% |
| 1Y | -4.2% | -46.4% | +42.3% | +20.6% |
| 3Y | +43.3% | -9.2% | +52.5% | +36.1% |
| All | +36.6% | +1.1% | +35.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling