+159.3%
CVE vs ACGL
+170.1%
-10.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -8.3% |
| 7D | -12.1% | +8.0% | -20.1% | -14.0% |
| 30D | -9.8% | +17.3% | -27.1% | -13.7% |
| 3M | -0.7% | +11.2% | -11.9% | -3.7% |
| 6M | -4.3% | +18.2% | -22.5% | -9.1% |
| YTD | +70.6% | +15.4% | +55.2% | +62.2% |
| 1Y | +73.2% | +26.5% | +46.6% | +59.3% |
| 3Y | +60.3% | +36.1% | +24.3% | +40.4% |
| 5Y | +159.3% | +175.9% | -16.6% | +44.6% |
| All | +159.3% | +170.1% | -10.8% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling