+77.8%
CTVA vs SW
-1.6%
+79.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +5.0% | +4.7% | +0.3% | +4.5% |
| 30D | -13.4% | +5.0% | -18.4% | -13.9% |
| 3M | +2.2% | -7.3% | +9.6% | +2.8% |
| 6M | -3.9% | +15.0% | -18.9% | -5.5% |
| YTD | +20.5% | +18.5% | +2.0% | +17.8% |
| 1Y | +27.2% | +27.1% | +0.1% | +23.5% |
| 3Y | +64.9% | +49.3% | +15.6% | +58.6% |
| 5Y | +77.8% | -1.6% | +79.4% | +65.5% |
| All | +77.8% | -1.6% | +79.4% | +65.5% |
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