+36.6%
CTVA vs SW
-2.3%
+38.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -20.8% | -2.9% | -17.8% | -20.5% |
| 30D | -29.6% | +5.0% | -34.7% | -29.9% |
| 3M | -16.9% | -13.7% | -3.2% | -15.7% |
| 6M | -24.3% | +8.0% | -32.3% | -25.0% |
| YTD | -5.6% | +14.0% | -19.6% | -7.3% |
| 1Y | -4.2% | +25.6% | -29.8% | -6.8% |
| 3Y | +43.3% | +40.1% | +3.2% | +38.6% |
| All | +36.6% | -2.3% | +38.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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