+83.0%
CTVA vs APD
+11.2%
+71.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +4.9% | -2.2% | +7.2% | +5.6% |
| 30D | +11.9% | +2.1% | +9.8% | +11.2% |
| 3M | +13.7% | +7.2% | +6.5% | +11.3% |
| 6M | +13.1% | +11.2% | +1.9% | +9.7% |
| YTD | +32.0% | +24.4% | +7.6% | +23.7% |
| 1Y | +22.1% | +6.7% | +15.4% | +19.6% |
| All | +83.0% | +11.2% | +71.9% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling