+103.8%
F vs CTVA
+216.1%
-112.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.2% |
| 7D | +1.2% | -2.1% | +3.2% | +2.1% |
| 30D | +1.2% | +12.0% | -10.8% | -4.1% |
| 3M | -5.7% | +13.5% | -19.1% | -11.8% |
| 6M | +17.9% | +12.1% | +5.8% | +10.3% |
| YTD | +10.4% | +29.0% | -18.6% | -3.5% |
| 1Y | +25.3% | +18.9% | +6.5% | +13.1% |
| 3Y | +37.5% | +78.9% | -41.4% | -0.7% |
| 5Y | +46.5% | +105.2% | -58.7% | -2.4% |
| All | +103.8% | +216.1% | -112.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling