+73.2%
CVE vs ACGL
+28.7%
+44.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -6.8% |
| 7D | -12.1% | +8.0% | -20.1% | -10.2% |
| 30D | -9.8% | +17.3% | -27.1% | -5.9% |
| 3M | -0.7% | +11.2% | -11.9% | +2.0% |
| 6M | -4.3% | +18.2% | -22.5% | +1.0% |
| YTD | +70.6% | +15.4% | +55.2% | +78.9% |
| 1Y | +73.2% | +26.5% | +46.6% | +81.1% |
| All | +73.2% | +28.7% | +44.4% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling