+43.3%
CTVA vs PL
+536.4%
-493.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.6% |
| 7D | -20.8% | +10.0% | -30.8% | -21.2% |
| 30D | -29.6% | -2.3% | -27.4% | -29.6% |
| 3M | -16.9% | -44.2% | +27.3% | -14.2% |
| 6M | -24.3% | -66.1% | +41.8% | -19.9% |
| YTD | -5.6% | -30.0% | +24.4% | -6.5% |
| 1Y | -4.2% | +21.0% | -25.2% | -9.6% |
| 3Y | +43.3% | +516.5% | -473.2% | +6.2% |
| All | +43.3% | +536.4% | -493.1% | +6.2% |
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