+90.8%
CTVA vs AUR
-36.7%
+127.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -4.7% | +0.2% | -4.8% | -4.7% |
| 30D | +11.1% | -8.9% | +20.0% | +11.5% |
| 3M | +13.7% | +4.6% | +9.1% | +13.1% |
| 6M | +11.2% | +44.9% | -33.6% | +8.2% |
| YTD | +26.9% | +64.8% | -38.0% | +22.4% |
| 1Y | +18.8% | +16.4% | +2.5% | +16.5% |
| 3Y | +75.9% | +85.1% | -9.1% | +62.0% |
| 5Y | +105.2% | -36.1% | +141.3% | +85.9% |
| All | +90.8% | -36.7% | +127.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling