+144.1%
UMC vs CTVA
+102.9%
+41.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +9.0% | -4.5% | +13.5% | +10.3% |
| 30D | +17.2% | +11.3% | +5.9% | +13.8% |
| 3M | +11.4% | +12.3% | -0.9% | +6.6% |
| 6M | +137.5% | +7.2% | +130.3% | +129.8% |
| YTD | +193.1% | +26.0% | +167.1% | +169.4% |
| 1Y | +240.3% | +16.0% | +224.3% | +219.9% |
| 3Y | +262.2% | +73.9% | +188.3% | +192.9% |
| All | +144.1% | +102.9% | +41.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling