+231.7%
CTVA vs CMS
+48.0%
+183.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.9% | +0.4% | +4.6% | +4.8% |
| 30D | +11.9% | -3.6% | +15.5% | +13.7% |
| 3M | +13.7% | -1.9% | +15.6% | +14.5% |
| 6M | +13.1% | -11.0% | +24.1% | +18.8% |
| YTD | +32.0% | +0.2% | +31.8% | +31.2% |
| 1Y | +22.1% | -1.3% | +23.4% | +22.1% |
| 3Y | +77.5% | +35.9% | +41.5% | +51.3% |
| 5Y | +106.3% | +23.1% | +83.2% | +80.8% |
| All | +231.7% | +48.0% | +183.7% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling