+231.7%
CTVA vs CG
+195.9%
+35.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.3% |
| 7D | +4.9% | -4.3% | +9.3% | +6.4% |
| 30D | +11.9% | -5.1% | +17.0% | +13.5% |
| 3M | +13.7% | +8.7% | +5.0% | +9.6% |
| 6M | +13.1% | -9.2% | +22.4% | +15.2% |
| YTD | +32.0% | -18.9% | +50.8% | +38.6% |
| 1Y | +22.1% | -25.6% | +47.7% | +31.7% |
| 3Y | +77.5% | +57.3% | +20.2% | +37.9% |
| 5Y | +106.3% | +10.2% | +96.1% | +75.5% |
| All | +231.7% | +195.9% | +35.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling