+1,242.8%
ASX vs CTVA
+131.3%
+1,111.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.7% |
| 7D | +12.4% | -20.8% | +33.1% | +18.4% |
| 30D | -19.8% | -29.6% | +9.8% | -12.9% |
| 3M | -10.3% | -16.9% | +6.6% | -8.1% |
| 6M | +1.2% | -24.3% | +25.5% | +5.9% |
| YTD | +123.0% | -5.6% | +128.6% | +116.9% |
| 1Y | +145.4% | -4.2% | +149.6% | +137.4% |
| 3Y | +368.6% | +43.3% | +325.3% | +288.5% |
| 5Y | +486.0% | +35.7% | +450.3% | +386.5% |
| All | +1,242.8% | +131.3% | +1,111.6% | +755.9% |
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