+219.9%
CTVA vs AR
+462.1%
-242.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -5.8% | -1.2% | -4.6% | -5.7% |
| 30D | +11.1% | +5.5% | +5.5% | +10.3% |
| 3M | +13.2% | +12.9% | +0.4% | +11.2% |
| 6M | +8.7% | +0.1% | +8.6% | +8.3% |
| YTD | +27.3% | +13.5% | +13.8% | +24.4% |
| 1Y | +18.0% | +21.6% | -3.6% | +13.9% |
| 3Y | +76.5% | +46.0% | +30.5% | +63.4% |
| 5Y | +105.1% | +143.7% | -38.6% | +75.4% |
| All | +219.9% | +462.1% | -242.2% | +130.1% |
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