+131.2%
CTVA vs GEN
+199.9%
-68.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -3.1% | -21.2% | -23.6% |
| 7D | -23.7% | -3.0% | -20.7% | -23.0% |
| 30D | -31.2% | +24.7% | -55.9% | -34.6% |
| 3M | -18.7% | +4.1% | -22.9% | -19.9% |
| 6M | -25.5% | +36.0% | -61.5% | -31.6% |
| YTD | -8.0% | +10.9% | -18.9% | -11.5% |
| 1Y | -7.0% | +12.2% | -19.2% | -10.9% |
| 3Y | +45.2% | +63.3% | -18.1% | +24.5% |
| 5Y | +32.3% | +29.0% | +3.2% | +17.4% |
| All | +131.2% | +199.9% | -68.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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