+224.3%
CTVA vs MSCI
+171.4%
+52.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -1.1% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | +12.0% | -1.7% | +13.8% | +12.5% |
| 3M | +13.5% | -8.2% | +21.7% | +15.8% |
| 6M | +12.1% | -2.4% | +14.6% | +11.8% |
| YTD | +29.0% | -2.8% | +31.8% | +28.2% |
| 1Y | +18.9% | -2.7% | +21.5% | +17.7% |
| 3Y | +78.9% | +7.3% | +71.6% | +67.9% |
| 5Y | +105.2% | -11.4% | +116.7% | +100.0% |
| All | +224.3% | +171.4% | +52.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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