+75.1%
CTVA vs USFR
+14.1%
+61.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | +0.1% | -4.7% | -4.6% |
| 30D | +11.1% | +0.3% | +10.8% | +11.4% |
| 3M | +13.7% | +1.0% | +12.8% | +14.5% |
| 6M | +11.2% | +1.9% | +9.3% | +13.1% |
| YTD | +26.9% | +2.7% | +24.2% | +29.9% |
| 1Y | +18.8% | +4.0% | +14.8% | +22.9% |
| All | +75.1% | +14.1% | +61.1% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling