+50.9%
CTVA vs AS
+134.9%
-83.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | +2.2% | +6.9% | -4.7% | +1.6% |
| 30D | -17.6% | +16.0% | -33.6% | -18.8% |
| 3M | +3.4% | -12.8% | +16.3% | +4.7% |
| 6M | -2.6% | -15.4% | +12.8% | -1.2% |
| YTD | +19.1% | -15.7% | +34.9% | +20.5% |
| 1Y | +26.8% | +6.1% | +20.7% | +24.5% |
| All | +50.9% | +134.9% | -83.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling