+137.3%
CTVA vs IR
+154.8%
-17.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -20.8% | +2.5% | -23.3% | -21.6% |
| 30D | -29.6% | +9.2% | -38.8% | -32.2% |
| 3M | -16.9% | +0.9% | -17.8% | -17.7% |
| 6M | -24.3% | +19.2% | -43.5% | -30.2% |
| YTD | -5.6% | +7.5% | -13.1% | -10.6% |
| 1Y | -4.2% | +11.7% | -15.9% | -10.9% |
| 3Y | +43.3% | +23.9% | +19.4% | +23.1% |
| 5Y | +35.7% | +46.4% | -10.6% | +4.7% |
| All | +137.3% | +154.8% | -17.6% | +32.4% |
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