+86.5%
CTVA vs PL
+81.7%
+4.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -2.1% | -7.5% | +5.4% | -1.5% |
| 30D | +12.0% | -25.6% | +37.6% | +14.4% |
| 3M | +13.5% | -45.6% | +59.1% | +18.0% |
| 6M | +12.1% | -29.5% | +41.7% | +12.5% |
| YTD | +29.0% | -9.7% | +38.7% | +26.1% |
| 1Y | +18.9% | +84.4% | -65.5% | +8.0% |
| 3Y | +78.9% | +550.0% | -471.1% | +34.1% |
| 5Y | +105.2% | +79.0% | +26.2% | +59.6% |
| All | +86.5% | +81.7% | +4.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling