+84.1%
CTVA vs COMP
-53.0%
+137.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.9% |
| 7D | +2.4% | +7.2% | -4.7% | +1.9% |
| 30D | -8.1% | +6.4% | -14.5% | -8.6% |
| 3M | +6.3% | -19.4% | +25.7% | +7.4% |
| 6M | +0.4% | +14.6% | -14.1% | -1.1% |
| YTD | +21.8% | -5.5% | +27.3% | +20.7% |
| 1Y | +24.9% | +13.7% | +11.2% | +22.1% |
| 3Y | +92.3% | +409.7% | -317.4% | +65.7% |
| 5Y | +78.9% | -17.0% | +95.9% | +69.8% |
| All | +84.1% | -53.0% | +137.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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