+137.3%
CTVA vs URA
+251.4%
-114.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | -20.8% | -1.5% | -19.2% | -20.3% |
| 30D | -29.6% | -10.4% | -19.2% | -27.8% |
| 3M | -16.9% | -29.6% | +12.7% | -10.2% |
| 6M | -24.3% | -40.3% | +16.0% | -15.4% |
| YTD | -5.6% | -25.5% | +19.9% | -2.5% |
| 1Y | -4.2% | -26.4% | +22.3% | -1.0% |
| 3Y | +43.3% | +31.4% | +11.8% | +17.2% |
| 5Y | +35.7% | +28.6% | +7.1% | +7.4% |
| All | +137.3% | +251.4% | -114.1% | -16.9% |
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