+131.2%
CTVA vs IR
+155.5%
-24.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +0.3% | -24.6% | -24.4% |
| 7D | -23.7% | +4.2% | -27.9% | -25.0% |
| 30D | -31.2% | +8.1% | -39.3% | -33.5% |
| 3M | -18.7% | +0.7% | -19.4% | -19.4% |
| 6M | -25.5% | +16.6% | -42.1% | -30.8% |
| YTD | -8.0% | +7.8% | -15.8% | -12.9% |
| 1Y | -7.0% | +9.9% | -16.9% | -12.9% |
| 3Y | +45.2% | +25.2% | +20.0% | +24.2% |
| 5Y | +32.3% | +46.8% | -14.5% | +1.9% |
| All | +131.2% | +155.5% | -24.3% | +28.9% |
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