+78.4%
CTVA vs A
+14.4%
+64.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -8.7% | +3.3% | -12.0% | -9.4% |
| 3M | +6.4% | +18.5% | -12.2% | +2.4% |
| 6M | -1.9% | +59.3% | -61.2% | -11.8% |
| YTD | +21.5% | +31.0% | -9.5% | +13.9% |
| 1Y | +24.3% | +19.3% | +5.0% | +19.0% |
| 3Y | +91.8% | +66.8% | +25.0% | +64.3% |
| 5Y | +78.4% | +15.5% | +62.9% | +62.9% |
| All | +78.4% | +14.4% | +64.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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