+219.9%
CTVA vs AGI
+781.5%
-561.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -5.8% | +2.2% | -8.0% | -6.0% |
| 30D | +11.1% | +11.3% | -0.2% | +10.2% |
| 3M | +13.2% | +5.6% | +7.6% | +12.5% |
| 6M | +8.7% | -27.7% | +36.4% | +10.7% |
| YTD | +27.3% | -4.1% | +31.4% | +26.7% |
| 1Y | +18.0% | +13.8% | +4.2% | +15.8% |
| 3Y | +76.5% | +217.0% | -140.6% | +60.5% |
| 5Y | +105.1% | +404.3% | -299.2% | +82.0% |
| All | +219.9% | +781.5% | -561.5% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling