+63.9%
CTVA vs CF
+57.7%
+6.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | -17.6% | +4.3% | -22.0% | -18.7% |
| 3M | +3.4% | +2.8% | +0.6% | +2.3% |
| 6M | -2.6% | +0.6% | -3.2% | -3.4% |
| YTD | +19.1% | +56.6% | -37.5% | +1.1% |
| 1Y | +26.8% | +49.6% | -22.8% | +9.1% |
| 3Y | +63.9% | +61.5% | +2.4% | +30.8% |
| All | +63.9% | +57.7% | +6.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling