+83.0%
CTVA vs AR
+46.7%
+36.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.9% | +2.5% | +2.4% | +4.6% |
| 30D | +11.9% | +14.8% | -2.9% | +9.6% |
| 3M | +13.7% | +6.2% | +7.4% | +12.4% |
| 6M | +13.1% | +4.3% | +8.9% | +12.0% |
| YTD | +32.0% | +14.4% | +17.6% | +28.3% |
| 1Y | +22.1% | +21.3% | +0.7% | +16.9% |
| All | +83.0% | +46.7% | +36.3% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling