+13.0%
CVS vs ACGL
+173.3%
-160.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +6.6% | +2.2% | +4.4% | +5.9% |
| 30D | -0.4% | +12.3% | -12.7% | -4.0% |
| 3M | -5.3% | +11.8% | -17.1% | -8.6% |
| 6M | -7.7% | +17.5% | -25.2% | -12.3% |
| YTD | +16.0% | +14.3% | +1.8% | +10.9% |
| 1Y | +16.2% | +18.2% | -1.9% | +9.9% |
| 3Y | +47.6% | +33.2% | +14.4% | +32.3% |
| All | +13.0% | +173.3% | -160.3% | -24.6% |
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