+231.7%
CTVA vs P
+524.7%
-293.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.0% |
| 7D | +4.9% | +6.5% | -1.6% | +4.0% |
| 30D | +11.9% | +18.8% | -6.9% | +8.6% |
| 3M | +13.7% | +26.7% | -13.1% | +8.6% |
| 6M | +13.1% | +62.2% | -49.0% | +3.1% |
| YTD | +32.0% | +48.5% | -16.5% | +21.1% |
| 1Y | +22.1% | +26.4% | -4.3% | +13.1% |
| 3Y | +77.5% | +159.4% | -81.9% | +32.5% |
| 5Y | +106.3% | +275.8% | -169.5% | +33.1% |
| All | +231.7% | +524.7% | -293.0% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling