+216.7%
CTVA vs UL
+14.2%
+202.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.5% | -3.4% | -1.1% | -3.3% |
| 30D | +11.3% | +0.5% | +10.8% | +11.1% |
| 3M | +12.3% | +7.2% | +5.1% | +9.5% |
| 6M | +7.2% | -3.1% | +10.2% | +8.1% |
| YTD | +26.0% | -2.7% | +28.7% | +26.5% |
| 1Y | +16.0% | -10.2% | +26.3% | +20.0% |
| 3Y | +73.9% | +20.3% | +53.7% | +57.5% |
| 5Y | +103.8% | +19.9% | +83.8% | +81.8% |
| All | +216.7% | +14.2% | +202.5% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling