+219.9%
CTVA vs WY
+29.9%
+190.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -5.8% | -1.7% | -4.1% | -5.1% |
| 30D | +11.1% | -9.9% | +20.9% | +15.7% |
| 3M | +13.2% | -7.5% | +20.7% | +16.0% |
| 6M | +8.7% | -5.1% | +13.9% | +9.7% |
| YTD | +27.3% | -2.1% | +29.4% | +26.1% |
| 1Y | +18.0% | -7.3% | +25.3% | +19.2% |
| 3Y | +76.5% | -22.6% | +99.1% | +90.1% |
| 5Y | +105.1% | -19.8% | +124.9% | +111.9% |
| All | +219.9% | +29.9% | +190.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling