-4.2%
CTVA vs CAG
-9.3%
+5.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -20.8% | -3.3% | -17.4% | -20.2% |
| 30D | -29.6% | +7.7% | -37.3% | -30.3% |
| 3M | -16.9% | -3.2% | -13.7% | -16.3% |
| 6M | -24.3% | +7.0% | -31.2% | -24.3% |
| YTD | -5.6% | -9.0% | +3.4% | -4.6% |
| 1Y | -4.2% | -9.6% | +5.4% | -2.9% |
| All | -4.2% | -9.3% | +5.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling