+137.3%
CTVA vs CAG
-28.9%
+166.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | -20.8% | -3.3% | -17.4% | -20.1% |
| 30D | -29.6% | +7.7% | -37.3% | -30.6% |
| 3M | -16.9% | -3.2% | -13.7% | -16.4% |
| 6M | -24.3% | +7.0% | -31.2% | -25.3% |
| YTD | -5.6% | -9.0% | +3.4% | -4.4% |
| 1Y | -4.2% | -9.6% | +5.4% | -2.8% |
| 3Y | +43.3% | -36.0% | +79.3% | +54.4% |
| 5Y | +35.7% | -40.9% | +76.6% | +48.1% |
| All | +137.3% | -28.9% | +166.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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