+253.9%
UMC vs CTVA
+75.4%
+178.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +11.4% | -4.7% | +16.0% | +12.2% |
| 30D | +16.8% | +11.1% | +5.7% | +14.7% |
| 3M | +19.1% | +13.7% | +5.4% | +15.2% |
| 6M | +137.4% | +11.2% | +126.2% | +130.0% |
| YTD | +186.4% | +26.9% | +159.5% | +169.5% |
| 1Y | +229.1% | +18.8% | +210.3% | +213.5% |
| All | +253.9% | +75.4% | +178.4% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling