+137.3%
CTVA vs AA
+78.8%
+58.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -20.8% | +0.5% | -21.3% | -20.8% |
| 30D | -29.6% | -0.6% | -29.0% | -29.6% |
| 3M | -16.9% | -19.7% | +2.8% | -13.2% |
| 6M | -24.3% | -41.6% | +17.3% | -16.1% |
| YTD | -5.6% | -24.6% | +19.0% | -2.6% |
| 1Y | -4.2% | +4.9% | -9.0% | -8.8% |
| 3Y | +43.3% | +66.8% | -23.6% | +15.0% |
| 5Y | +35.7% | -19.4% | +55.1% | +20.7% |
| All | +137.3% | +78.8% | +58.4% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling