+43.3%
CTVA vs VLTO
+70.6%
-27.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -20.8% | +1.0% | -21.7% | -20.9% |
| 30D | -29.6% | +17.5% | -47.1% | -33.1% |
| 3M | -16.9% | +21.4% | -38.3% | -21.9% |
| 6M | -24.3% | +38.1% | -62.4% | -32.0% |
| YTD | -5.6% | +19.0% | -24.6% | -10.9% |
| 1Y | -4.2% | +20.7% | -24.8% | -10.2% |
| 3Y | +43.3% | +64.3% | -21.0% | +24.6% |
| All | +43.3% | +70.6% | -27.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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