+78.0%
CTVA vs S
-67.6%
+145.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.3% | +1.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.5% |
| 30D | -8.5% | -10.5% | +1.9% | -8.1% |
| 3M | +5.3% | +9.9% | -4.6% | +4.3% |
| 6M | -0.1% | +41.8% | -41.8% | -2.7% |
| YTD | +21.2% | +56.8% | -35.6% | +16.9% |
| 1Y | +27.0% | +39.0% | -12.0% | +23.3% |
| 3Y | +87.2% | +53.8% | +33.4% | +79.2% |
| All | +78.0% | -67.6% | +145.6% | +85.3% |
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