+231.7%
CTVA vs ACM
+119.6%
+112.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +4.9% | -3.7% | +8.7% | +6.7% |
| 30D | +11.9% | -11.1% | +23.0% | +17.3% |
| 3M | +13.7% | -8.0% | +21.7% | +16.6% |
| 6M | +13.1% | -29.7% | +42.8% | +31.3% |
| YTD | +32.0% | -29.4% | +61.3% | +51.1% |
| 1Y | +22.1% | -46.4% | +68.5% | +59.6% |
| 3Y | +77.5% | -22.3% | +99.8% | +85.4% |
| 5Y | +106.3% | +4.5% | +101.8% | +77.4% |
| All | +231.7% | +119.6% | +112.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling