+216.7%
CTVA vs AA
+116.6%
+100.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -3.4% | -1.1% | -3.8% |
| 30D | +11.3% | -5.8% | +17.1% | +12.5% |
| 3M | +12.3% | -29.9% | +42.2% | +20.5% |
| 6M | +7.2% | -27.0% | +34.2% | +12.7% |
| YTD | +26.0% | -8.7% | +34.7% | +24.9% |
| 1Y | +16.0% | +50.6% | -34.6% | +1.1% |
| 3Y | +73.9% | +74.1% | -0.2% | +38.5% |
| 5Y | +103.8% | +2.6% | +101.2% | +70.0% |
| All | +216.7% | +116.6% | +100.1% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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