+105.1%
CTVA vs USFR
+20.6%
+84.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.1% |
| 30D | +11.3% | +0.4% | +11.0% | +12.4% |
| 3M | +12.3% | +1.0% | +11.3% | +15.4% |
| 6M | +7.2% | +2.0% | +5.2% | +13.0% |
| YTD | +26.0% | +2.8% | +23.3% | +35.7% |
| 1Y | +16.0% | +4.1% | +11.9% | +29.5% |
| 3Y | +73.9% | +14.1% | +59.8% | +168.4% |
| All | +105.1% | +20.6% | +84.5% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling