+79.7%
CTVA vs PR
+225.0%
-145.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +2.2% | -16.4% | +18.6% | +5.9% |
| 30D | -17.6% | -1.9% | -15.8% | -17.7% |
| 3M | +3.4% | +8.0% | -4.5% | +1.2% |
| 6M | -2.6% | +4.1% | -6.7% | -4.2% |
| YTD | +19.1% | +58.7% | -39.6% | +6.7% |
| 1Y | +26.8% | +75.8% | -49.1% | +11.0% |
| 3Y | +63.9% | +73.2% | -9.3% | +40.6% |
| All | +79.7% | +225.0% | -145.3% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling