+75.7%
CTVA vs AA
+82.1%
-6.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -1.0% |
| 7D | -5.8% | -0.6% | -5.2% | -5.7% |
| 30D | +11.1% | -1.6% | +12.6% | +11.1% |
| 3M | +13.2% | -29.8% | +43.0% | +19.2% |
| 6M | +8.7% | -16.6% | +25.3% | +10.2% |
| YTD | +27.3% | -4.0% | +31.3% | +25.2% |
| 1Y | +18.0% | +63.5% | -45.5% | +4.1% |
| All | +75.7% | +82.1% | -6.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling