+89.4%
CTVA vs AUR
-35.7%
+125.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | +11.3% | -6.4% | +17.7% | +11.5% |
| 3M | +12.3% | +7.7% | +4.6% | +11.5% |
| 6M | +7.2% | +44.5% | -37.3% | +4.3% |
| YTD | +26.0% | +67.4% | -41.4% | +21.5% |
| 1Y | +16.0% | +15.4% | +0.6% | +13.8% |
| 3Y | +73.9% | +94.8% | -20.9% | +59.8% |
| 5Y | +103.8% | -35.1% | +138.9% | +84.4% |
| All | +89.4% | -35.7% | +125.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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