+231.7%
CTVA vs URA
+408.3%
-176.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +4.9% | +1.1% | +3.9% | +4.6% |
| 30D | +11.9% | +7.4% | +4.5% | +9.7% |
| 3M | +13.7% | -8.4% | +22.1% | +15.1% |
| 6M | +13.1% | -12.7% | +25.9% | +14.8% |
| YTD | +32.0% | +7.8% | +24.2% | +25.2% |
| 1Y | +22.1% | +19.5% | +2.6% | +10.3% |
| 3Y | +77.5% | +116.4% | -38.9% | +27.1% |
| 5Y | +106.3% | +134.3% | -28.0% | +33.4% |
| All | +231.7% | +408.3% | -176.6% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling