+63.9%
CTVA vs P
+175.5%
-111.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.3% |
| 7D | +2.2% | -23.8% | +26.0% | +2.9% |
| 30D | -17.6% | -36.6% | +19.0% | -16.7% |
| 3M | +3.4% | +10.9% | -7.5% | +2.5% |
| 6M | -2.6% | +30.0% | -32.6% | -4.4% |
| YTD | +19.1% | +44.4% | -25.3% | +15.9% |
| 1Y | +26.8% | +3.9% | +22.8% | +25.0% |
| 3Y | +63.9% | +176.6% | -112.7% | +47.1% |
| All | +63.9% | +175.5% | -111.6% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling