+77.9%
CTVA vs APD
+12.1%
+65.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.1% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | -8.5% | +10.6% | -19.1% | -11.7% |
| 3M | +5.3% | +2.5% | +2.8% | +4.3% |
| 6M | -0.1% | +6.0% | -6.0% | -2.2% |
| YTD | +21.2% | +28.4% | -7.2% | +10.6% |
| 1Y | +27.0% | +22.2% | +4.9% | +17.7% |
| 3Y | +87.2% | +26.6% | +60.7% | +68.8% |
| 5Y | +77.9% | +11.8% | +66.1% | +62.0% |
| All | +77.9% | +12.1% | +65.8% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling