+204.7%
CTVA vs CF
+246.0%
-41.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -8.5% | +6.9% | -15.5% | -11.3% |
| 3M | +5.3% | +4.8% | +0.4% | +2.4% |
| 6M | -0.1% | +4.7% | -4.7% | -3.3% |
| YTD | +21.2% | +56.5% | -35.3% | -3.8% |
| 1Y | +27.0% | +48.4% | -21.4% | +2.9% |
| 3Y | +87.2% | +59.1% | +28.1% | +42.1% |
| 5Y | +77.9% | +109.5% | -31.6% | +7.9% |
| All | +204.7% | +246.0% | -41.3% | +27.7% |
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