+219.9%
CTVA vs PAAS
+470.8%
-250.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.7% |
| 7D | -5.8% | +2.6% | -8.4% | -6.1% |
| 30D | +11.1% | +2.5% | +8.6% | +10.6% |
| 3M | +13.2% | +15.1% | -1.8% | +11.1% |
| 6M | +8.7% | -12.1% | +20.8% | +9.3% |
| YTD | +27.3% | +3.1% | +24.2% | +25.1% |
| 1Y | +18.0% | +50.8% | -32.8% | +10.5% |
| 3Y | +76.5% | +259.5% | -183.0% | +46.6% |
| 5Y | +105.1% | +126.3% | -21.2% | +75.2% |
| All | +219.9% | +470.8% | -250.9% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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