+218.9%
CTVA vs CG
+171.3%
+47.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -4.7% | -9.8% | +5.1% | -1.4% |
| 30D | +11.1% | -10.3% | +21.4% | +14.8% |
| 3M | +13.7% | -1.7% | +15.4% | +13.3% |
| 6M | +11.2% | -9.8% | +21.0% | +13.3% |
| YTD | +26.9% | -25.6% | +52.5% | +37.1% |
| 1Y | +18.8% | -32.5% | +51.3% | +32.3% |
| 3Y | +75.9% | +45.6% | +30.3% | +40.1% |
| 5Y | +105.2% | +3.7% | +101.6% | +77.2% |
| All | +218.9% | +171.3% | +47.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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