+224.3%
CTVA vs RUN
-40.9%
+265.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.5% |
| 7D | -2.1% | +10.2% | -12.2% | -2.9% |
| 30D | +12.0% | -9.6% | +21.7% | +12.9% |
| 3M | +13.5% | -31.5% | +45.0% | +16.6% |
| 6M | +12.1% | -18.7% | +30.8% | +12.8% |
| YTD | +29.0% | -49.9% | +78.9% | +33.9% |
| 1Y | +18.9% | -45.5% | +64.4% | +21.4% |
| 3Y | +78.9% | -34.1% | +113.0% | +60.4% |
| 5Y | +105.2% | -79.4% | +184.7% | +97.6% |
| All | +224.3% | -40.9% | +265.2% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling