+78.0%
CTVA vs PL
+454.1%
-376.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +4.9% | -9.3% | +14.3% | +5.6% |
| 30D | +11.9% | -18.9% | +30.8% | +13.3% |
| 3M | +13.7% | -58.4% | +72.0% | +19.8% |
| 6M | +13.1% | -30.3% | +43.4% | +13.5% |
| YTD | +32.0% | -8.1% | +40.1% | +28.7% |
| 1Y | +22.1% | +180.5% | -158.4% | +5.9% |
| All | +78.0% | +454.1% | -376.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling