+216.7%
CTVA vs USFR
+22.5%
+194.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.8% |
| 30D | +11.3% | +0.4% | +11.0% | +10.4% |
| 3M | +12.3% | +1.0% | +11.3% | +9.6% |
| 6M | +7.2% | +2.0% | +5.2% | +2.4% |
| YTD | +26.0% | +2.8% | +23.3% | +18.3% |
| 1Y | +16.0% | +4.1% | +11.9% | +5.6% |
| 3Y | +73.9% | +14.1% | +59.8% | +25.6% |
| 5Y | +103.8% | +20.6% | +83.2% | +13.9% |
| All | +216.7% | +22.5% | +194.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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