+205.4%
CTVA vs APD
+82.4%
+123.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -8.7% | +11.0% | -19.8% | -13.1% |
| 3M | +6.4% | +2.6% | +3.8% | +5.0% |
| 6M | -1.9% | +4.8% | -6.7% | -4.4% |
| YTD | +21.5% | +31.0% | -9.5% | +5.9% |
| 1Y | +24.3% | +23.4% | +0.9% | +11.1% |
| 3Y | +91.8% | +28.4% | +63.5% | +62.7% |
| 5Y | +78.4% | +15.2% | +63.2% | +56.7% |
| All | +205.4% | +82.4% | +123.0% | +97.8% |
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