+43.3%
CTVA vs GH
+584.3%
-541.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.7% | +2.7% |
| 7D | -20.8% | +0.6% | -21.3% | -20.8% |
| 30D | -29.6% | -6.9% | -22.7% | -29.5% |
| 3M | -16.9% | -4.9% | -12.0% | -17.1% |
| 6M | -24.3% | +54.1% | -78.3% | -27.0% |
| YTD | -5.6% | +48.5% | -54.1% | -9.0% |
| 1Y | -4.2% | +61.2% | -65.3% | -8.2% |
| 3Y | +43.3% | +570.3% | -527.1% | +20.0% |
| All | +43.3% | +584.3% | -541.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling