+216.7%
CTVA vs MKTX
-39.7%
+256.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +11.3% | +0.7% | +10.6% | +11.2% |
| 3M | +12.3% | +40.8% | -28.5% | +6.2% |
| 6M | +7.2% | -8.0% | +15.2% | +8.1% |
| YTD | +26.0% | -8.7% | +34.7% | +27.2% |
| 1Y | +16.0% | -11.8% | +27.9% | +17.6% |
| 3Y | +73.9% | -24.0% | +97.9% | +77.1% |
| 5Y | +103.8% | -60.3% | +164.1% | +129.6% |
| All | +216.7% | -39.7% | +256.5% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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