+67.4%
CVE vs ACGL
+1,389.7%
-1,322.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -9.1% |
| 7D | -12.1% | +8.0% | -20.1% | -15.8% |
| 30D | -9.8% | +17.3% | -27.1% | -17.4% |
| 3M | -0.7% | +11.2% | -11.9% | -6.7% |
| 6M | -4.3% | +18.2% | -22.5% | -13.7% |
| YTD | +70.6% | +15.4% | +55.2% | +54.2% |
| 1Y | +73.2% | +26.5% | +46.6% | +48.3% |
| 3Y | +60.3% | +36.1% | +24.3% | +26.2% |
| 5Y | +159.3% | +175.9% | -16.6% | +24.8% |
| 10Y | +147.4% | +352.4% | -205.0% | -10.0% |
| All | +67.4% | +1,389.7% | -1,322.3% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling