+32.1%
CVS vs ACGL
+31.5%
+0.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.7% |
| 7D | -7.1% | +0.9% | -8.0% | -7.5% |
| 30D | -4.0% | +13.7% | -17.7% | -7.2% |
| 3M | -12.2% | +8.0% | -20.3% | -14.1% |
| 6M | -2.2% | +13.3% | -15.5% | -5.4% |
| YTD | +8.9% | +11.8% | -2.9% | +5.4% |
| 1Y | +9.9% | +22.2% | -12.4% | +4.0% |
| 3Y | +32.1% | +32.5% | -0.4% | +24.7% |
| All | +32.1% | +31.5% | +0.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling