+75.7%
CTVA vs CG
+48.1%
+27.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.5% |
| 7D | -5.8% | -6.4% | +0.6% | -4.5% |
| 30D | +11.1% | -7.1% | +18.1% | +12.6% |
| 3M | +13.2% | -1.6% | +14.8% | +12.9% |
| 6M | +8.7% | -8.3% | +17.1% | +9.9% |
| YTD | +27.3% | -23.8% | +51.1% | +34.1% |
| 1Y | +18.0% | -28.7% | +46.7% | +26.1% |
| All | +75.7% | +48.1% | +27.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling