+218.9%
CTVA vs SU
+197.2%
+21.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | +1.7% | -6.3% | -5.2% |
| 30D | +11.1% | +9.6% | +1.5% | +7.8% |
| 3M | +13.7% | +11.7% | +2.0% | +9.3% |
| 6M | +11.2% | +21.9% | -10.7% | +3.5% |
| YTD | +26.9% | +58.6% | -31.7% | +8.4% |
| 1Y | +18.8% | +66.5% | -47.7% | -0.2% |
| 3Y | +75.9% | +121.4% | -45.5% | +32.5% |
| 5Y | +105.2% | +355.7% | -250.5% | +18.6% |
| All | +218.9% | +197.2% | +21.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling