+205.4%
CTVA vs ACM
+132.9%
+72.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.0% | +3.0% | -4.0% | -2.4% |
| 30D | -8.7% | +19.7% | -28.4% | -16.0% |
| 3M | +6.4% | +5.3% | +1.1% | +2.9% |
| 6M | -1.9% | -10.8% | +8.9% | +1.3% |
| YTD | +21.5% | -25.1% | +46.6% | +35.0% |
| 1Y | +24.3% | -45.8% | +70.1% | +62.3% |
| 3Y | +91.8% | -9.4% | +101.2% | +84.7% |
| 5Y | +78.4% | +4.8% | +73.6% | +54.5% |
| All | +205.4% | +132.9% | +72.5% | +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 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