+218.9%
CTVA vs AU
+954.7%
-735.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | 0.0% |
| 7D | -4.7% | -7.0% | +2.3% | -4.2% |
| 30D | +11.1% | +7.3% | +3.8% | +10.5% |
| 3M | +13.7% | +33.2% | -19.5% | +11.4% |
| 6M | +11.2% | -0.6% | +11.8% | +10.6% |
| YTD | +26.9% | +26.2% | +0.7% | +24.0% |
| 1Y | +18.8% | +68.3% | -49.5% | +13.7% |
| 3Y | +75.9% | +592.1% | -516.2% | +52.3% |
| 5Y | +105.2% | +685.3% | -580.0% | +76.5% |
| All | +218.9% | +954.7% | -735.7% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling