+216.7%
CTVA vs AGI
+758.3%
-541.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -4.5% | -2.7% | -1.8% | -4.3% |
| 30D | +11.3% | +7.2% | +4.1% | +10.7% |
| 3M | +12.3% | +4.3% | +8.1% | +11.7% |
| 6M | +7.2% | -27.1% | +34.3% | +9.0% |
| YTD | +26.0% | -6.6% | +32.6% | +25.6% |
| 1Y | +16.0% | +9.5% | +6.5% | +14.1% |
| 3Y | +73.9% | +208.4% | -134.5% | +58.5% |
| 5Y | +103.8% | +401.6% | -297.8% | +81.1% |
| All | +216.7% | +758.3% | -541.6% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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