+72.7%
UBER vs CTVA
+208.7%
-136.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -5.4% | -4.5% | -0.9% | -3.6% |
| 30D | -4.9% | +11.3% | -16.2% | -9.1% |
| 3M | +3.0% | +12.3% | -9.3% | -2.7% |
| 6M | -4.4% | +7.2% | -11.6% | -8.4% |
| YTD | -12.3% | +26.0% | -38.3% | -21.9% |
| 1Y | -24.3% | +16.0% | -40.3% | -30.6% |
| 3Y | +46.4% | +73.9% | -27.5% | +8.0% |
| 5Y | +79.7% | +103.8% | -24.1% | +20.1% |
| All | +72.7% | +208.7% | -136.1% | -13.7% |
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