+137.3%
CTVA vs APD
+83.2%
+54.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -20.8% | +3.8% | -24.6% | -22.2% |
| 30D | -29.6% | +8.2% | -37.8% | -32.2% |
| 3M | -16.9% | +4.3% | -21.2% | -18.6% |
| 6M | -24.3% | +4.7% | -29.0% | -26.2% |
| YTD | -5.6% | +31.5% | -37.2% | -18.0% |
| 1Y | -4.2% | +23.5% | -27.7% | -14.4% |
| 3Y | +43.3% | +29.1% | +14.2% | +21.1% |
| 5Y | +35.7% | +15.9% | +19.8% | +18.8% |
| All | +137.3% | +83.2% | +54.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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