+231.7%
CTVA vs ALL
+220.8%
+10.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +11.9% | -1.5% | +13.4% | +12.4% |
| 3M | +13.7% | +23.6% | -10.0% | +3.3% |
| 6M | +13.1% | +22.3% | -9.2% | +3.0% |
| YTD | +32.0% | +26.5% | +5.4% | +17.8% |
| 1Y | +22.1% | +27.0% | -4.9% | +8.6% |
| 3Y | +77.5% | +149.6% | -72.1% | +10.1% |
| 5Y | +106.3% | +118.1% | -11.8% | +31.9% |
| All | +231.7% | +220.8% | +10.8% | +68.5% |
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