+32.3%
CTVA vs CF
+117.5%
-85.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.4% | -25.7% | -24.7% |
| 7D | -23.7% | +5.4% | -29.0% | -24.9% |
| 30D | -31.2% | +6.5% | -37.8% | -32.7% |
| 3M | -18.7% | +4.6% | -23.4% | -20.2% |
| 6M | -25.5% | -3.3% | -22.2% | -25.4% |
| YTD | -8.0% | +63.9% | -71.9% | -23.5% |
| 1Y | -7.0% | +50.4% | -57.4% | -20.6% |
| 3Y | +45.2% | +68.2% | -23.0% | +16.9% |
| 5Y | +32.3% | +113.8% | -81.6% | -0.1% |
| All | +32.3% | +117.5% | -85.3% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling