+105.2%
CTVA vs AR
+140.6%
-35.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | +12.0% | +12.6% | -0.5% | +9.6% |
| 3M | +13.5% | +10.0% | +3.5% | +11.2% |
| 6M | +12.1% | +0.6% | +11.5% | +11.4% |
| YTD | +29.0% | +13.4% | +15.6% | +24.9% |
| 1Y | +18.9% | +21.7% | -2.8% | +12.9% |
| 3Y | +78.9% | +45.8% | +33.1% | +59.0% |
| 5Y | +105.2% | +144.3% | -39.0% | +58.8% |
| All | +105.2% | +140.6% | -35.4% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling