+62.7%
CVS vs ACGL
+329.5%
-266.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | -1.4% | +13.3% | +12.5% |
| 30D | +2.8% | +12.4% | -9.6% | -1.9% |
| 3M | -3.6% | +11.1% | -14.7% | -7.6% |
| 6M | -1.6% | +16.3% | -18.0% | -7.5% |
| YTD | +16.3% | +13.8% | +2.5% | +9.8% |
| 1Y | +15.5% | +20.4% | -4.9% | +6.8% |
| 3Y | +48.1% | +33.6% | +14.5% | +28.8% |
| 5Y | +12.3% | +176.8% | -164.5% | -29.3% |
| 10Y | +62.7% | +324.6% | -261.9% | -7.0% |
| All | +62.7% | +329.5% | -266.8% | -7.0% |
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