+216.7%
CTVA vs RUN
-45.2%
+261.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -4.5% | -3.7% | -0.8% | -4.2% |
| 30D | +11.3% | -13.0% | +24.3% | +12.5% |
| 3M | +12.3% | -31.8% | +44.1% | +15.4% |
| 6M | +7.2% | -32.2% | +39.4% | +9.6% |
| YTD | +26.0% | -53.5% | +79.5% | +31.6% |
| 1Y | +16.0% | -46.5% | +62.6% | +18.7% |
| 3Y | +73.9% | -37.6% | +111.5% | +56.5% |
| 5Y | +103.8% | -80.9% | +184.6% | +97.3% |
| All | +216.7% | -45.2% | +261.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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