+92.3%
CTVA vs AG
+227.5%
-135.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.9% |
| 7D | +2.4% | +6.0% | -3.5% | +2.0% |
| 30D | -8.1% | -13.5% | +5.5% | -7.2% |
| 3M | +6.3% | -20.7% | +27.0% | +7.7% |
| 6M | +0.4% | -31.5% | +32.0% | +2.5% |
| YTD | +21.8% | -10.1% | +32.0% | +20.1% |
| 1Y | +24.9% | +26.0% | -1.1% | +18.9% |
| 3Y | +92.3% | +228.9% | -136.6% | +49.8% |
| All | +92.3% | +227.5% | -135.2% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling