+75.2%
CTVA vs PL
+46.6%
+28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.5% | -12.7% | +0.8% |
| 7D | +1.6% | +10.9% | -9.3% | +0.7% |
| 30D | -8.5% | -16.4% | +7.8% | -7.6% |
| 3M | +5.3% | -39.9% | +45.2% | +8.7% |
| 6M | -0.1% | -63.2% | +63.1% | +6.0% |
| YTD | +21.2% | -27.1% | +48.4% | +19.8% |
| 1Y | +27.0% | +12.2% | +14.8% | +20.2% |
| 3Y | +87.2% | +584.3% | -497.1% | +38.8% |
| 5Y | +77.9% | +37.0% | +40.9% | +41.7% |
| All | +75.2% | +46.6% | +28.6% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling