+31.9%
CVS vs ACGL
+161.8%
-129.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +2.7% | +11.0% | -8.4% | -0.5% |
| 6M | +21.9% | -0.3% | +22.2% | +21.7% |
| YTD | +24.7% | +2.3% | +22.5% | +23.5% |
| 1Y | +35.4% | +6.4% | +29.1% | +32.3% |
| 3Y | +65.2% | +34.0% | +31.2% | +46.8% |
| All | +31.9% | +161.8% | -129.9% | -9.6% |
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