+83.0%
CTVA vs PAAS
+250.5%
-167.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +4.9% | -2.9% | +7.8% | +5.3% |
| 30D | +11.9% | +6.8% | +5.1% | +10.7% |
| 3M | +13.7% | -2.9% | +16.6% | +13.5% |
| 6M | +13.1% | -16.4% | +29.6% | +14.8% |
| YTD | +32.0% | 0.0% | +31.9% | +29.7% |
| 1Y | +22.1% | +54.3% | -32.3% | +11.4% |
| All | +83.0% | +250.5% | -167.4% | +36.8% |
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