+205.4%
CTVA vs AR
+449.0%
-243.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.5% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | -8.7% | +4.5% | -13.2% | -9.4% |
| 3M | +6.4% | +1.0% | +5.4% | +6.0% |
| 6M | -1.9% | +4.4% | -6.3% | -2.9% |
| YTD | +21.5% | +10.9% | +10.6% | +18.9% |
| 1Y | +24.3% | +8.6% | +15.7% | +21.8% |
| 3Y | +91.8% | +48.5% | +43.3% | +77.0% |
| 5Y | +78.4% | +95.7% | -17.3% | +56.4% |
| All | +205.4% | +449.0% | -243.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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