-22.7%
U vs CTVA
+126.5%
-149.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.3% |
| 7D | +2.6% | -20.8% | +23.3% | +9.9% |
| 30D | +27.6% | -29.6% | +57.2% | +43.2% |
| 3M | +15.3% | -16.9% | +32.2% | +18.4% |
| 6M | +96.4% | -24.3% | +120.7% | +108.6% |
| YTD | +19.6% | -5.6% | +25.2% | +12.2% |
| 1Y | +42.1% | -4.2% | +46.3% | +32.1% |
| 3Y | +87.5% | +43.3% | +44.3% | +42.1% |
| 5Y | -73.1% | +35.7% | -108.9% | -78.5% |
| All | -22.7% | +126.5% | -149.2% | -44.0% |
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 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