+32.0%
CTVA vs AS
+3.3%
+28.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +3.2% |
| 7D | +8.2% | +13.8% | -5.6% | +8.3% |
| 30D | -1.0% | +16.7% | -17.7% | -0.9% |
| 3M | +4.6% | -11.5% | +16.1% | +5.1% |
| 6M | +0.5% | -5.5% | +6.0% | +1.0% |
| YTD | +22.7% | -14.2% | +36.9% | +23.8% |
| 1Y | +32.0% | +2.1% | +29.9% | +30.7% |
| All | +32.0% | +3.3% | +28.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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