+48.3%
CVS vs ACGL
+33.3%
+15.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +10.4% | -1.2% | +11.6% | +10.7% |
| 30D | +3.3% | +12.8% | -9.5% | +0.1% |
| 3M | -4.5% | +12.3% | -16.8% | -7.4% |
| 6M | -4.4% | +15.8% | -20.2% | -8.0% |
| YTD | +16.6% | +13.9% | +2.7% | +12.5% |
| 1Y | +15.3% | +19.0% | -3.7% | +10.0% |
| All | +48.3% | +33.3% | +15.0% | +39.0% |
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 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