+216.7%
CTVA vs IT
+16.7%
+200.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -2.0% |
| 7D | -4.5% | -3.7% | -0.8% | -3.7% |
| 30D | +11.3% | +0.1% | +11.2% | +10.9% |
| 3M | +12.3% | +20.7% | -8.4% | +5.3% |
| 6M | +7.2% | +12.0% | -4.8% | +1.4% |
| YTD | +26.0% | -28.8% | +54.8% | +34.8% |
| 1Y | +16.0% | -25.5% | +41.5% | +21.7% |
| 3Y | +73.9% | -48.8% | +122.7% | +98.8% |
| 5Y | +103.8% | -42.7% | +146.5% | +116.3% |
| All | +216.7% | +16.7% | +200.0% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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