+218.9%
CTVA vs AG
+267.1%
-48.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.1% |
| 7D | -4.7% | -5.8% | +1.1% | -4.2% |
| 30D | +11.1% | +6.4% | +4.7% | +10.3% |
| 3M | +13.7% | +28.4% | -14.7% | +10.9% |
| 6M | +11.2% | -24.5% | +35.7% | +12.8% |
| YTD | +26.9% | +21.2% | +5.7% | +22.7% |
| 1Y | +18.8% | +114.1% | -95.3% | +8.2% |
| 3Y | +75.9% | +268.0% | -192.1% | +47.7% |
| 5Y | +105.2% | +67.3% | +37.9% | +79.7% |
| All | +218.9% | +267.1% | -48.2% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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