+36.6%
CTVA vs VO
+36.2%
+0.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.8% | +3.1% | -23.9% | -22.3% |
| 30D | -29.6% | +2.2% | -31.8% | -30.6% |
| 3M | -16.9% | -2.5% | -14.4% | -15.4% |
| 6M | -24.3% | +7.0% | -31.2% | -27.9% |
| YTD | -5.6% | +14.0% | -19.6% | -14.4% |
| 1Y | -4.2% | +15.6% | -19.8% | -14.0% |
| 3Y | +43.3% | +66.2% | -22.9% | +0.3% |
| All | +36.6% | +36.2% | +0.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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