+205.4%
CTVA vs AA
+84.7%
+120.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.8% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -8.7% | -1.3% | -7.5% | -8.7% |
| 3M | +6.4% | -23.9% | +30.3% | +12.3% |
| 6M | -1.9% | -36.8% | +34.9% | +6.6% |
| YTD | +21.5% | -22.2% | +43.7% | +24.4% |
| 1Y | +24.3% | +10.4% | +13.9% | +16.8% |
| 3Y | +91.8% | +72.0% | +19.8% | +52.8% |
| 5Y | +78.4% | -15.6% | +94.0% | +56.9% |
| All | +205.4% | +84.7% | +120.8% | +73.3% |
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