+54.4%
CTVA vs AS
+137.8%
-83.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +2.4% | +4.5% | -2.1% | +2.0% |
| 30D | -8.1% | +13.2% | -21.3% | -9.1% |
| 3M | +6.3% | -11.9% | +18.2% | +7.5% |
| 6M | +0.4% | -11.6% | +12.0% | +1.4% |
| YTD | +21.8% | -14.7% | +36.5% | +23.1% |
| 1Y | +24.9% | +5.7% | +19.2% | +22.7% |
| All | +54.4% | +137.8% | -83.4% | +34.6% |
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