+218.9%
CTVA vs TAP
-19.9%
+238.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | -5.3% | +0.6% | -2.9% |
| 30D | +11.1% | -7.4% | +18.5% | +13.9% |
| 3M | +13.7% | -4.9% | +18.6% | +15.2% |
| 6M | +11.2% | -14.2% | +25.4% | +16.3% |
| YTD | +26.9% | -14.8% | +41.7% | +32.4% |
| 1Y | +18.8% | -18.1% | +36.9% | +25.3% |
| 3Y | +75.9% | -32.7% | +108.7% | +96.4% |
| 5Y | +105.2% | -0.5% | +105.7% | +87.8% |
| All | +218.9% | -19.9% | +238.9% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling