+224.3%
CTVA vs P
+534.9%
-310.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.5% |
| 7D | -2.1% | +7.8% | -9.9% | -3.2% |
| 30D | +12.0% | +12.3% | -0.3% | +9.7% |
| 3M | +13.5% | +37.1% | -23.6% | +7.2% |
| 6M | +12.1% | +66.1% | -54.0% | +1.9% |
| YTD | +29.0% | +50.9% | -21.9% | +18.2% |
| 1Y | +18.9% | +27.2% | -8.4% | +10.0% |
| 3Y | +78.9% | +158.7% | -79.8% | +33.9% |
| 5Y | +105.2% | +291.1% | -185.9% | +31.1% |
| All | +224.3% | +534.9% | -310.6% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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