+219.9%
CTVA vs IR
+120.4%
+99.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -5.8% | -1.9% | -3.9% | -5.1% |
| 30D | +11.1% | -15.0% | +26.1% | +18.3% |
| 3M | +13.2% | -0.4% | +13.6% | +12.7% |
| 6M | +8.7% | -15.0% | +23.8% | +14.3% |
| YTD | +27.3% | -7.1% | +34.3% | +28.2% |
| 1Y | +18.0% | -7.5% | +25.5% | +18.6% |
| 3Y | +76.5% | +6.3% | +70.2% | +61.2% |
| 5Y | +105.1% | +37.3% | +67.8% | +61.6% |
| All | +219.9% | +120.4% | +99.5% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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