+105.1%
CTVA vs WY
-22.2%
+127.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | -4.2% | -0.3% | -3.2% |
| 30D | +11.3% | -10.1% | +21.4% | +15.1% |
| 3M | +12.3% | -8.5% | +20.8% | +14.9% |
| 6M | +7.2% | -3.3% | +10.5% | +7.2% |
| YTD | +26.0% | -4.4% | +30.4% | +25.9% |
| 1Y | +16.0% | -11.5% | +27.5% | +19.1% |
| 3Y | +73.9% | -24.3% | +98.2% | +87.4% |
| All | +105.1% | -22.2% | +127.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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