+43.3%
CTVA vs UL
+36.1%
+7.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -20.8% | +1.1% | -21.9% | -21.0% |
| 30D | -29.6% | +4.5% | -34.1% | -30.3% |
| 3M | -16.9% | +6.5% | -23.4% | -18.1% |
| 6M | -24.3% | +18.2% | -42.4% | -26.6% |
| YTD | -5.6% | +4.7% | -10.3% | -6.4% |
| 1Y | -4.2% | +0.8% | -4.9% | -4.1% |
| 3Y | +43.3% | +35.9% | +7.4% | +24.8% |
| All | +43.3% | +36.1% | +7.2% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling