+36.6%
CTVA vs VSAT
+25.1%
+11.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.6% | +2.9% |
| 7D | -20.8% | +5.9% | -26.7% | -21.0% |
| 30D | -29.6% | +9.7% | -39.3% | -30.2% |
| 3M | -16.9% | -18.3% | +1.4% | -16.2% |
| 6M | -24.3% | -4.1% | -20.2% | -25.0% |
| YTD | -5.6% | +96.5% | -102.1% | -11.5% |
| 1Y | -4.2% | +89.3% | -93.4% | -10.2% |
| 3Y | +43.3% | +270.1% | -226.8% | +20.5% |
| All | +36.6% | +25.1% | +11.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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