+216.7%
CTVA vs AU
+960.1%
-743.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -4.5% | -4.3% | -0.2% | -4.3% |
| 30D | +11.3% | +7.3% | +4.0% | +10.7% |
| 3M | +12.3% | +26.3% | -14.0% | +10.4% |
| 6M | +7.2% | +1.8% | +5.4% | +6.4% |
| YTD | +26.0% | +26.8% | -0.8% | +23.1% |
| 1Y | +16.0% | +66.7% | -50.7% | +11.1% |
| 3Y | +73.9% | +579.1% | -505.2% | +50.6% |
| 5Y | +103.8% | +689.3% | -585.5% | +75.3% |
| All | +216.7% | +960.1% | -743.4% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling