+84.9%
CTVA vs CF
+65.2%
+19.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +2.4% | +4.8% | -2.3% | +1.1% |
| 30D | -8.1% | +9.7% | -17.8% | -10.5% |
| 3M | +6.3% | +1.2% | +5.1% | +5.7% |
| 6M | +0.4% | +7.4% | -6.9% | -2.1% |
| YTD | +21.8% | +60.5% | -38.7% | +2.7% |
| 1Y | +24.9% | +50.7% | -25.9% | +7.4% |
| All | +84.9% | +65.2% | +19.7% | +47.1% |
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