+231.7%
CTVA vs CF
+286.8%
-55.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.4% |
| 7D | +4.9% | +6.0% | -1.1% | +2.5% |
| 30D | +11.9% | +14.8% | -2.9% | +5.6% |
| 3M | +13.7% | +14.1% | -0.4% | +7.3% |
| 6M | +13.1% | +28.5% | -15.4% | -1.0% |
| YTD | +32.0% | +74.9% | -43.0% | +0.7% |
| 1Y | +22.1% | +61.7% | -39.6% | -3.8% |
| 3Y | +77.5% | +80.3% | -2.8% | +28.2% |
| 5Y | +106.3% | +226.0% | -119.7% | -0.7% |
| All | +231.7% | +286.8% | -55.1% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling