+224.3%
CTVA vs TRU
+21.5%
+202.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.4% |
| 7D | -2.1% | -7.2% | +5.1% | -0.1% |
| 30D | +12.0% | -2.8% | +14.9% | +12.8% |
| 3M | +13.5% | +13.0% | +0.5% | +8.9% |
| 6M | +12.1% | +0.7% | +11.4% | +10.4% |
| YTD | +29.0% | -9.0% | +38.0% | +29.9% |
| 1Y | +18.9% | -16.3% | +35.2% | +22.4% |
| 3Y | +78.9% | -1.1% | +79.9% | +66.0% |
| 5Y | +105.2% | -36.0% | +141.2% | +130.9% |
| All | +224.3% | +21.5% | +202.8% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling