+84.9%
CTVA vs PL
+557.6%
-472.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +2.4% | +5.6% | -3.2% | +2.0% |
| 30D | -8.1% | -16.9% | +8.9% | -7.3% |
| 3M | +6.3% | -38.2% | +44.5% | +9.0% |
| 6M | +0.4% | -63.4% | +63.9% | +5.7% |
| YTD | +21.8% | -27.6% | +49.5% | +20.4% |
| 1Y | +24.9% | +6.6% | +18.3% | +19.0% |
| All | +84.9% | +557.6% | -472.7% | +36.7% |
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