+135.8%
CVE vs ACGL
+351.1%
-215.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -14.1% | +6.4% | -20.4% | -16.9% |
| 30D | -11.6% | +16.6% | -28.2% | -18.5% |
| 3M | 0.0% | +11.6% | -11.5% | -5.8% |
| 6M | -8.4% | +17.5% | -25.8% | -16.6% |
| YTD | +65.9% | +15.3% | +50.6% | +50.9% |
| 1Y | +69.4% | +26.3% | +43.1% | +46.4% |
| 3Y | +55.9% | +35.9% | +20.0% | +24.0% |
| 5Y | +146.2% | +168.2% | -22.0% | +22.2% |
| All | +135.8% | +351.1% | -215.3% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling