+105.9%
CTVA vs A
-15.6%
+121.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -5.8% | -4.4% | -1.4% | -4.9% |
| 30D | +11.1% | -2.7% | +13.7% | +11.6% |
| 3M | +13.2% | +7.0% | +6.2% | +11.3% |
| 6M | +8.7% | +24.6% | -15.9% | +2.9% |
| YTD | +27.3% | +7.0% | +20.3% | +24.6% |
| 1Y | +18.0% | +15.6% | +2.4% | +12.8% |
| 3Y | +76.5% | +29.9% | +46.6% | +60.1% |
| All | +105.9% | -15.6% | +121.5% | +93.6% |
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