+205.4%
CTVA vs PR
+189.6%
+15.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -8.7% | -4.6% | -4.1% | -8.4% |
| 3M | +6.4% | +4.7% | +1.7% | +5.7% |
| 6M | -1.9% | +12.4% | -14.3% | -3.5% |
| YTD | +21.5% | +62.9% | -41.3% | +14.9% |
| 1Y | +24.3% | +70.6% | -46.3% | +16.9% |
| 3Y | +91.8% | +90.0% | +1.8% | +77.0% |
| 5Y | +78.4% | +255.5% | -177.1% | +52.5% |
| All | +205.4% | +189.6% | +15.9% | +155.4% |
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