+224.3%
CTVA vs USFR
+22.4%
+201.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | +12.0% | +0.3% | +11.7% | +11.2% |
| 3M | +13.5% | +1.0% | +12.5% | +10.9% |
| 6M | +12.1% | +1.9% | +10.2% | +7.3% |
| YTD | +29.0% | +2.7% | +26.4% | +21.3% |
| 1Y | +18.9% | +4.0% | +14.8% | +8.3% |
| 3Y | +78.9% | +14.0% | +64.8% | +29.5% |
| 5Y | +105.2% | +20.4% | +84.8% | +15.3% |
| All | +224.3% | +22.4% | +201.8% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling