+1,812.5%
CVS vs ACGL
+4,891.8%
-3,079.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.6% |
| 30D | -0.3% | +13.1% | -13.5% | -3.1% |
| 3M | -10.3% | +9.8% | -20.1% | -12.3% |
| 6M | -4.6% | +15.3% | -19.9% | -7.8% |
| YTD | +10.7% | +12.7% | -2.0% | +7.4% |
| 1Y | +11.2% | +20.7% | -9.5% | +6.3% |
| 3Y | +43.0% | +34.3% | +8.7% | +32.4% |
| 5Y | +8.6% | +170.6% | -162.0% | -14.1% |
| 10Y | +52.0% | +330.6% | -278.6% | +8.6% |
| All | +1,812.5% | +4,891.8% | -3,079.3% | +972.4% |
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