+137.3%
CTVA vs CG
+150.5%
-13.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -20.8% | +0.2% | -20.9% | -20.5% |
| 30D | -29.6% | +11.2% | -40.8% | -31.8% |
| 3M | -16.9% | -22.1% | +5.2% | -10.0% |
| 6M | -24.3% | -17.9% | -6.3% | -20.0% |
| YTD | -5.6% | -31.3% | +25.7% | +4.7% |
| 1Y | -4.2% | -24.0% | +19.8% | +2.4% |
| 3Y | +43.3% | +45.0% | -1.7% | +14.1% |
| 5Y | +35.7% | -22.6% | +58.4% | +34.8% |
| All | +137.3% | +150.5% | -13.3% | +10.0% |
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