+231.7%
CTVA vs PR
+201.1%
+30.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +4.9% | +2.9% | +2.0% | +4.6% |
| 30D | +11.9% | +18.0% | -6.1% | +9.9% |
| 3M | +13.7% | +16.9% | -3.2% | +11.6% |
| 6M | +13.1% | +28.2% | -15.1% | +9.9% |
| YTD | +32.0% | +69.3% | -37.4% | +24.5% |
| 1Y | +22.1% | +69.5% | -47.4% | +15.0% |
| 3Y | +77.5% | +81.7% | -4.2% | +64.5% |
| 5Y | +106.3% | +422.2% | -316.0% | +71.1% |
| All | +231.7% | +201.1% | +30.6% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling