+231.7%
CTVA vs APD
+73.2%
+158.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +4.9% | -2.2% | +7.2% | +6.0% |
| 30D | +11.9% | +2.1% | +9.8% | +10.8% |
| 3M | +13.7% | +7.2% | +6.5% | +9.6% |
| 6M | +13.1% | +11.2% | +1.9% | +7.1% |
| YTD | +32.0% | +24.4% | +7.6% | +17.9% |
| 1Y | +22.1% | +6.7% | +15.4% | +16.9% |
| 3Y | +77.5% | +9.2% | +68.2% | +62.9% |
| 5Y | +106.3% | +27.4% | +78.9% | +68.3% |
| All | +231.7% | +73.2% | +158.4% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling