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  • CTVA vs ACWI✓SelectedUSD · ACWICTVA vs ACWI performance historyLatest closeAs of-0.86%09/04
Stock and ETF performance explorer

CTVA vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+231.7%
ACWI return
+158.8%
Excess return
+72.8%
Maximum drawdown
-34.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.9%0.0%-0.8%-0.8%
7D+4.9%+0.5%+4.4%+4.4%
30D+11.9%+0.9%+11.1%+10.9%
3M+13.7%+2.4%+11.3%+10.7%
6M+13.1%+12.4%+0.8%+0.5%
YTD+32.0%+15.2%+16.8%+14.5%
1Y+22.1%+22.7%-0.6%-0.6%
3Y+77.5%+75.8%+1.7%+1.1%
5Y+106.3%+67.7%+38.6%+22.6%
All+231.7%+158.8%+72.8%+12.9%

Cumulative growth

Daily Returns

Daily percentage return beside ACWI.

Daily Out/Under-Performance

Portfolio return minus ACWI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ACWI 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 ACWI 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