+69.4%
CVE vs ACGL
+26.1%
+43.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.8% |
| 7D | -14.1% | +6.4% | -20.4% | -12.6% |
| 30D | -11.6% | +16.6% | -28.2% | -8.0% |
| 3M | 0.0% | +11.6% | -11.5% | +2.9% |
| 6M | -8.4% | +17.5% | -25.8% | -3.5% |
| YTD | +65.9% | +15.3% | +50.6% | +74.0% |
| 1Y | +69.4% | +26.3% | +43.1% | +77.5% |
| All | +69.4% | +26.1% | +43.3% | +77.5% |
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 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