+205.4%
CTVA vs MSCI
+225.6%
-20.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.4% |
| 30D | -8.7% | +16.5% | -25.2% | -12.9% |
| 3M | +6.4% | +18.2% | -11.8% | +1.0% |
| 6M | -1.9% | +14.0% | -15.8% | -6.4% |
| YTD | +21.5% | +16.6% | +4.9% | +14.2% |
| 1Y | +24.3% | +14.8% | +9.4% | +17.3% |
| 3Y | +91.8% | +33.3% | +58.6% | +68.5% |
| 5Y | +78.4% | +9.1% | +69.4% | +63.2% |
| All | +205.4% | +225.6% | -20.2% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling