+206.2%
CTVA vs PAAS
+330.4%
-124.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.1% |
| 7D | +2.4% | +4.2% | -1.7% | +2.0% |
| 30D | -8.1% | -13.8% | +5.7% | -6.8% |
| 3M | +6.3% | -22.7% | +29.0% | +8.7% |
| 6M | +0.4% | -32.1% | +32.5% | +3.8% |
| YTD | +21.8% | -22.3% | +44.1% | +23.1% |
| 1Y | +24.9% | +7.7% | +17.2% | +21.3% |
| 3Y | +92.3% | +214.0% | -121.7% | +62.0% |
| 5Y | +78.9% | +63.2% | +15.7% | +57.7% |
| All | +206.2% | +330.4% | -124.2% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling