+219.9%
CTVA vs FIVE
+87.9%
+132.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.8% |
| 7D | -5.8% | +1.7% | -7.5% | -6.1% |
| 30D | +11.1% | +5.0% | +6.1% | +9.9% |
| 3M | +13.2% | +29.5% | -16.3% | +7.2% |
| 6M | +8.7% | +12.4% | -3.7% | +5.0% |
| YTD | +27.3% | +31.2% | -3.9% | +18.9% |
| 1Y | +18.0% | +72.9% | -54.9% | +3.6% |
| 3Y | +76.5% | +53.0% | +23.5% | +51.3% |
| 5Y | +105.1% | +34.2% | +70.9% | +74.4% |
| All | +219.9% | +87.9% | +132.0% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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