+84.0%
CTVA vs AR
+34.1%
+49.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +2.2% | -14.3% | +16.5% | +4.4% |
| 30D | -17.6% | +1.4% | -19.1% | -18.1% |
| 3M | +3.4% | +3.4% | 0.0% | +2.6% |
| 6M | -2.6% | -2.1% | -0.5% | -2.9% |
| YTD | +19.1% | +4.7% | +14.4% | +17.1% |
| 1Y | +26.8% | +10.6% | +16.2% | +23.3% |
| All | +84.0% | +34.1% | +49.8% | +76.6% |
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