+432.3%
ASX vs CTVA
+107.7%
+324.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.7% | +4.9% | -5.7% | -1.9% |
| 30D | +2.0% | +11.9% | -9.9% | -0.9% |
| 3M | -1.3% | +13.7% | -15.0% | -5.4% |
| 6M | +71.4% | +13.1% | +58.3% | +64.4% |
| YTD | +135.3% | +32.0% | +103.4% | +116.1% |
| 1Y | +267.5% | +22.1% | +245.4% | +243.8% |
| 3Y | +388.5% | +77.5% | +311.0% | +307.1% |
| All | +432.3% | +107.7% | +324.6% | +311.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling