+49.9%
CTVA vs S
-51.7%
+101.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -20.8% | +2.0% | -22.7% | -20.7% |
| 30D | -29.6% | -2.7% | -26.9% | -29.5% |
| 3M | -16.9% | -6.9% | -10.0% | -16.7% |
| 6M | -24.3% | +38.1% | -62.3% | -26.0% |
| YTD | -5.6% | +48.0% | -53.6% | -8.4% |
| 1Y | -4.2% | +34.5% | -38.6% | -6.5% |
| 3Y | +43.3% | +38.3% | +5.0% | +38.5% |
| 5Y | +35.7% | -70.9% | +106.6% | +36.4% |
| All | +49.9% | -51.7% | +101.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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