+141.1%
LOW vs CTVA
+216.1%
-75.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | -10.1% | +12.0% | -22.1% | -13.9% |
| 3M | -2.9% | +13.5% | -16.3% | -7.9% |
| 6M | -19.4% | +12.1% | -31.5% | -23.6% |
| YTD | -15.4% | +29.0% | -44.5% | -24.1% |
| 1Y | -24.9% | +18.9% | -43.8% | -30.8% |
| 3Y | -7.8% | +78.9% | -86.7% | -29.0% |
| 5Y | +8.4% | +105.2% | -96.8% | -24.0% |
| All | +141.1% | +216.1% | -75.0% | +24.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling