+1,403.0%
ASX vs CTVA
+216.1%
+1,186.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.7% |
| 7D | +6.3% | -2.1% | +8.4% | +6.9% |
| 30D | +6.4% | +12.0% | -5.6% | +2.6% |
| 3M | +13.1% | +13.5% | -0.3% | +7.7% |
| 6M | +90.3% | +12.1% | +78.2% | +81.6% |
| YTD | +149.6% | +29.0% | +120.6% | +127.6% |
| 1Y | +249.2% | +18.9% | +230.3% | +225.0% |
| 3Y | +445.9% | +78.9% | +367.0% | +336.3% |
| 5Y | +477.7% | +105.2% | +372.5% | +332.7% |
| All | +1,403.0% | +216.1% | +1,186.9% | +797.9% |
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