+78.9%
CTVA vs AG
+5.9%
+73.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.0% |
| 7D | +2.4% | +6.0% | -3.5% | +1.9% |
| 30D | -8.1% | -13.5% | +5.5% | -7.1% |
| 3M | +6.3% | -20.7% | +27.0% | +8.0% |
| 6M | +0.4% | -31.5% | +32.0% | +2.8% |
| YTD | +21.8% | -10.1% | +32.0% | +20.0% |
| 1Y | +24.9% | +26.0% | -1.1% | +18.5% |
| 3Y | +92.3% | +228.9% | -136.6% | +55.6% |
| 5Y | +78.9% | +8.7% | +70.2% | +67.3% |
| All | +78.9% | +5.9% | +73.0% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling