+199.4%
CTVA vs P
+507.3%
-308.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | +2.2% | -23.8% | +26.0% | +5.5% |
| 30D | -17.6% | -36.6% | +19.0% | -13.2% |
| 3M | +3.4% | +10.9% | -7.5% | +0.2% |
| 6M | -2.6% | +30.0% | -32.6% | -9.0% |
| YTD | +19.1% | +44.4% | -25.3% | +8.4% |
| 1Y | +26.8% | +3.9% | +22.8% | +20.3% |
| 3Y | +63.9% | +176.6% | -112.7% | +18.9% |
| 5Y | +75.7% | +249.3% | -173.5% | +14.1% |
| All | +199.4% | +507.3% | -308.0% | +47.5% |
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