+204.7%
CTVA vs PR
+179.2%
+25.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +1.9% |
| 7D | +1.6% | -12.4% | +14.0% | +2.9% |
| 30D | -8.5% | -6.6% | -2.0% | -8.0% |
| 3M | +5.3% | +7.5% | -2.2% | +4.3% |
| 6M | -0.1% | +10.8% | -10.9% | -1.5% |
| YTD | +21.2% | +57.0% | -35.8% | +15.1% |
| 1Y | +27.0% | +67.9% | -40.9% | +19.7% |
| 3Y | +87.2% | +87.6% | -0.4% | +73.0% |
| 5Y | +77.9% | +220.4% | -142.5% | +53.4% |
| All | +204.7% | +179.2% | +25.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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