+73.9%
CTVA vs SU
+120.0%
-46.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | +2.2% | -6.7% | -5.1% |
| 30D | +11.3% | +8.4% | +2.9% | +8.9% |
| 3M | +12.3% | +12.1% | +0.2% | +8.6% |
| 6M | +7.2% | +19.7% | -12.5% | +1.2% |
| YTD | +26.0% | +58.4% | -32.4% | +9.3% |
| 1Y | +16.0% | +67.2% | -51.2% | -1.1% |
| 3Y | +73.9% | +125.0% | -51.1% | +38.1% |
| All | +73.9% | +120.0% | -46.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling