+92.6%
CME vs CTVA
+210.9%
-118.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | +6.2% | +11.1% | -4.9% | +3.2% |
| 3M | +4.4% | +13.7% | -9.3% | +0.3% |
| 6M | -9.6% | +11.2% | -20.9% | -12.9% |
| YTD | +3.8% | +26.9% | -23.1% | -3.6% |
| 1Y | +9.5% | +18.8% | -9.3% | +3.3% |
| 3Y | +51.9% | +75.9% | -24.0% | +24.2% |
| 5Y | +78.7% | +105.2% | -26.5% | +33.2% |
| All | +92.6% | +210.9% | -118.3% | +11.0% |
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 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