+136.3%
LOW vs CTVA
+208.7%
-72.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.7% | -4.5% | +0.8% | -2.1% |
| 30D | -8.9% | +11.3% | -20.2% | -12.5% |
| 3M | -10.4% | +12.3% | -22.7% | -14.7% |
| 6M | -19.4% | +7.2% | -26.6% | -22.2% |
| YTD | -17.1% | +26.0% | -43.1% | -25.0% |
| 1Y | -26.3% | +16.0% | -42.3% | -31.4% |
| 3Y | -9.9% | +73.9% | -83.8% | -29.9% |
| 5Y | +6.1% | +103.8% | -97.7% | -25.5% |
| All | +136.3% | +208.7% | -72.4% | +22.6% |
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