+105.2%
CTVA vs URA
+131.0%
-25.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.8% |
| 7D | -2.1% | +8.1% | -10.2% | -3.4% |
| 30D | +12.0% | +5.8% | +6.3% | +10.7% |
| 3M | +13.5% | +3.4% | +10.0% | +12.2% |
| 6M | +12.1% | -2.6% | +14.7% | +11.0% |
| YTD | +29.0% | +11.2% | +17.8% | +23.5% |
| 1Y | +18.9% | +19.8% | -1.0% | +10.3% |
| 3Y | +78.9% | +121.5% | -42.6% | +38.2% |
| 5Y | +105.2% | +134.5% | -29.2% | +50.9% |
| All | +105.2% | +131.0% | -25.7% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling