+231.7%
CTVA vs SM
+211.1%
+20.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +11.9% | +26.3% | -14.4% | +8.3% |
| 3M | +13.7% | +8.7% | +5.0% | +11.8% |
| 6M | +13.1% | +51.7% | -38.5% | +5.8% |
| YTD | +32.0% | +99.0% | -67.1% | +18.7% |
| 1Y | +22.1% | +34.6% | -12.5% | +15.2% |
| 3Y | +77.5% | -7.8% | +85.2% | +72.3% |
| 5Y | +106.3% | +104.8% | +1.5% | +75.8% |
| All | +231.7% | +211.1% | +20.6% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling