+92.1%
ADP vs CTVA
+211.9%
-119.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -5.7% | -5.8% | +0.1% | -3.9% |
| 30D | -3.1% | +11.1% | -14.2% | -6.3% |
| 3M | +15.6% | +13.2% | +2.4% | +10.5% |
| 6M | +20.8% | +8.7% | +12.1% | +16.5% |
| YTD | +4.7% | +27.3% | -22.5% | -4.5% |
| 1Y | -8.3% | +18.0% | -26.3% | -14.5% |
| 3Y | +13.6% | +76.5% | -62.9% | -10.3% |
| 5Y | +45.0% | +105.1% | -60.1% | +5.7% |
| All | +92.1% | +211.9% | -119.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling