+43.3%
CTVA vs RUN
-7.3%
+50.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | -20.8% | -13.5% | -7.2% | -20.1% |
| 30D | -29.6% | +18.3% | -47.9% | -30.3% |
| 3M | -16.9% | -12.5% | -4.4% | -16.5% |
| 6M | -24.3% | -40.3% | +16.1% | -22.5% |
| YTD | -5.6% | -53.1% | +47.5% | -3.2% |
| 1Y | -4.2% | -54.3% | +50.1% | -1.6% |
| 3Y | +43.3% | -6.5% | +49.8% | +25.0% |
| All | +43.3% | -7.3% | +50.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling