-38.4%
U vs CTVA
+204.5%
-242.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | -4.7% | +4.6% | +2.2% |
| 30D | -4.1% | +11.1% | -15.2% | -9.1% |
| 3M | +57.8% | +13.7% | +44.1% | +46.0% |
| 6M | +103.5% | +11.2% | +92.3% | +89.4% |
| YTD | -4.8% | +26.9% | -31.6% | -17.6% |
| 1Y | -2.4% | +18.8% | -21.2% | -13.1% |
| 3Y | +11.7% | +75.9% | -64.3% | -18.6% |
| 5Y | -68.9% | +105.2% | -174.1% | -77.6% |
| All | -38.4% | +204.5% | -242.9% | -58.9% |
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