+218.9%
CTVA vs URA
+396.6%
-177.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.6% |
| 7D | -4.7% | -1.5% | -3.1% | -4.4% |
| 30D | +11.1% | -0.4% | +11.5% | +10.8% |
| 3M | +13.7% | +6.3% | +7.5% | +11.1% |
| 6M | +11.2% | -14.0% | +25.2% | +13.2% |
| YTD | +26.9% | +5.3% | +21.6% | +21.0% |
| 1Y | +18.8% | +11.7% | +7.1% | +9.4% |
| 3Y | +75.9% | +109.8% | -33.9% | +27.0% |
| 5Y | +105.2% | +108.0% | -2.7% | +39.9% |
| All | +218.9% | +396.6% | -177.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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