+105.1%
CTVA vs AGI
+400.3%
-295.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.5% | -2.7% | -1.8% | -4.2% |
| 30D | +11.3% | +7.2% | +4.1% | +10.2% |
| 3M | +12.3% | +4.3% | +8.1% | +11.2% |
| 6M | +7.2% | -27.1% | +34.3% | +10.7% |
| YTD | +26.0% | -6.6% | +32.6% | +25.0% |
| 1Y | +16.0% | +9.5% | +6.5% | +11.9% |
| 3Y | +73.9% | +208.4% | -134.5% | +38.9% |
| All | +105.1% | +400.3% | -295.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling