+131.2%
CTVA vs ALL
+229.6%
-98.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.7% | -26.0% | -25.0% |
| 7D | -23.7% | 0.0% | -23.7% | -23.9% |
| 30D | -31.2% | +12.8% | -44.0% | -34.7% |
| 3M | -18.7% | +4.7% | -23.4% | -20.7% |
| 6M | -25.5% | +24.9% | -50.4% | -33.0% |
| YTD | -8.0% | +30.0% | -38.0% | -19.2% |
| 1Y | -7.0% | +29.9% | -36.9% | -18.3% |
| 3Y | +45.2% | +117.5% | -72.3% | -3.3% |
| 5Y | +32.3% | +161.7% | -129.4% | -24.4% |
| All | +131.2% | +229.6% | -98.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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