+24.6%
CTVA vs AR
+9.9%
+14.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +1.8% |
| 7D | +2.4% | -5.8% | +8.2% | +3.0% |
| 30D | -8.1% | +4.8% | -12.9% | -9.2% |
| 3M | +6.3% | +1.5% | +4.8% | +5.3% |
| 6M | +0.4% | +4.7% | -4.3% | -0.9% |
| YTD | +21.8% | +9.2% | +12.6% | +19.5% |
| All | +24.6% | +9.9% | +14.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling