+199.4%
CTVA vs CF
+246.3%
-46.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +2.2% | -3.2% | +5.4% | +3.2% |
| 30D | -17.6% | +4.3% | -22.0% | -19.3% |
| 3M | +3.4% | +2.8% | +0.6% | +1.4% |
| 6M | -2.6% | +0.6% | -3.2% | -4.3% |
| YTD | +19.1% | +56.6% | -37.5% | -5.6% |
| 1Y | +26.8% | +49.6% | -22.8% | +2.4% |
| 3Y | +63.9% | +61.5% | +2.4% | +23.5% |
| 5Y | +75.7% | +124.0% | -48.2% | +2.6% |
| All | +199.4% | +246.3% | -46.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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