+231.7%
CTVA vs MSCI
+182.0%
+49.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +11.9% | +0.6% | +11.4% | +11.7% |
| 3M | +13.7% | -7.1% | +20.7% | +15.6% |
| 6M | +13.1% | +0.8% | +12.3% | +11.7% |
| YTD | +32.0% | +1.0% | +31.0% | +29.6% |
| 1Y | +22.1% | +4.3% | +17.8% | +18.3% |
| 3Y | +77.5% | +9.9% | +67.5% | +65.5% |
| 5Y | +106.3% | -6.8% | +113.0% | +97.7% |
| All | +231.7% | +182.0% | +49.6% | +76.0% |
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