+219.9%
CTVA vs CP
+114.0%
+105.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.7% |
| 7D | -5.8% | +0.6% | -6.4% | -6.1% |
| 30D | +11.1% | -0.5% | +11.6% | +11.1% |
| 3M | +13.2% | +0.1% | +13.2% | +12.6% |
| 6M | +8.7% | +7.8% | +0.9% | +3.2% |
| YTD | +27.3% | +22.9% | +4.4% | +12.0% |
| 1Y | +18.0% | +21.3% | -3.3% | +4.2% |
| 3Y | +76.5% | +20.4% | +56.1% | +53.3% |
| 5Y | +105.1% | +34.9% | +70.2% | +60.7% |
| All | +219.9% | +114.0% | +105.9% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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