+2,054.8%
CVS vs ACGL
+4,429.2%
-2,374.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | +2.7% | +11.0% | -8.4% | +0.3% |
| 6M | +21.9% | -0.3% | +22.2% | +21.7% |
| YTD | +24.7% | +2.3% | +22.5% | +23.8% |
| 1Y | +35.4% | +6.4% | +29.1% | +33.1% |
| 3Y | +65.2% | +34.0% | +31.2% | +53.1% |
| 5Y | +30.5% | +161.6% | -131.1% | +4.2% |
| 10Y | +40.4% | +278.6% | -238.2% | +3.1% |
| All | +2,054.8% | +4,429.2% | -2,374.4% | +1,136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling