+205.4%
CTVA vs IR
+154.8%
+50.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.0% | +1.1% | -2.0% | -1.4% |
| 30D | -8.7% | +7.6% | -16.3% | -11.6% |
| 3M | +6.4% | +0.1% | +6.3% | +5.8% |
| 6M | -1.9% | +14.0% | -15.8% | -7.9% |
| YTD | +21.5% | +7.5% | +14.0% | +15.2% |
| 1Y | +24.3% | +10.1% | +14.1% | +16.3% |
| 3Y | +91.8% | +24.9% | +67.0% | +64.3% |
| 5Y | +78.4% | +46.9% | +31.5% | +37.5% |
| All | +205.4% | +154.8% | +50.6% | +70.6% |
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