+63.9%
CTVA vs PAAS
+182.2%
-118.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | +2.2% | +8.4% | -6.2% | +1.3% |
| 30D | -17.6% | -7.2% | -10.5% | -17.1% |
| 3M | +3.4% | -14.0% | +17.4% | +4.6% |
| 6M | -2.6% | -26.8% | +24.2% | +0.2% |
| YTD | +19.1% | -19.8% | +38.9% | +19.8% |
| 1Y | +26.8% | +22.8% | +3.9% | +19.3% |
| 3Y | +63.9% | +183.6% | -119.8% | +22.7% |
| All | +63.9% | +182.2% | -118.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling