+216.7%
CTVA vs SM
+225.2%
-8.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.5% | +4.6% | -9.1% | -5.1% |
| 30D | +11.3% | +18.2% | -6.9% | +8.8% |
| 3M | +12.3% | +22.5% | -10.2% | +8.8% |
| 6M | +7.2% | +50.6% | -43.4% | +0.3% |
| YTD | +26.0% | +108.1% | -82.1% | +12.6% |
| 1Y | +16.0% | +46.0% | -30.0% | +8.3% |
| 3Y | +73.9% | +2.9% | +71.0% | +66.4% |
| 5Y | +103.8% | +112.6% | -8.8% | +72.7% |
| All | +216.7% | +225.2% | -8.5% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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