+105.1%
CTVA vs TRU
-35.6%
+140.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | +11.3% | -2.0% | +13.4% | +11.6% |
| 3M | +12.3% | +18.4% | -6.1% | +8.6% |
| 6M | +7.2% | +8.9% | -1.7% | +4.7% |
| YTD | +26.0% | -8.9% | +34.9% | +26.9% |
| 1Y | +16.0% | -15.9% | +31.9% | +18.6% |
| 3Y | +73.9% | -1.1% | +75.0% | +68.2% |
| All | +105.1% | -35.6% | +140.7% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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