+218.9%
CTVA vs MKTX
-39.7%
+258.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | +11.1% | +0.8% | +10.3% | +11.0% |
| 3M | +13.7% | +41.1% | -27.4% | +7.5% |
| 6M | +11.2% | -9.5% | +20.8% | +12.5% |
| YTD | +26.9% | -8.7% | +35.6% | +28.1% |
| 1Y | +18.8% | -10.0% | +28.8% | +20.1% |
| 3Y | +75.9% | -24.6% | +100.6% | +79.5% |
| 5Y | +105.2% | -60.3% | +165.5% | +131.2% |
| All | +218.9% | -39.7% | +258.6% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling