+105.1%
CTVA vs S
-71.9%
+177.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -5.8% | -1.2% | -4.6% | -5.7% |
| 30D | +11.1% | -12.6% | +23.6% | +11.8% |
| 3M | +13.2% | +27.6% | -14.3% | +11.1% |
| 6M | +8.7% | +35.5% | -26.8% | +6.0% |
| YTD | +27.3% | +29.6% | -2.3% | +24.3% |
| 1Y | +18.0% | +8.1% | +9.9% | +16.4% |
| 3Y | +76.5% | +14.8% | +61.7% | +71.8% |
| 5Y | +105.1% | -70.6% | +175.7% | +113.6% |
| All | +105.1% | -71.9% | +177.0% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling