+219.9%
CTVA vs CMS
+47.4%
+172.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | +11.1% | -1.3% | +12.4% | +11.6% |
| 3M | +13.2% | -5.4% | +18.6% | +15.9% |
| 6M | +8.7% | -10.3% | +19.1% | +13.8% |
| YTD | +27.3% | -0.2% | +27.5% | +26.8% |
| 1Y | +18.0% | -0.9% | +18.9% | +17.8% |
| 3Y | +76.5% | +34.0% | +42.5% | +51.5% |
| 5Y | +105.1% | +23.6% | +81.5% | +79.4% |
| All | +219.9% | +47.4% | +172.6% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CMS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling