+61.8%
USB vs CTVA
+131.3%
-69.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | -0.3% |
| 7D | +2.6% | -20.8% | +23.3% | +11.0% |
| 30D | +8.4% | -29.6% | +38.0% | +23.6% |
| 3M | -5.5% | -16.9% | +11.4% | -1.8% |
| 6M | +17.7% | -24.3% | +42.0% | +26.7% |
| YTD | +17.6% | -5.6% | +23.2% | +12.3% |
| 1Y | +33.9% | -4.2% | +38.0% | +26.8% |
| 3Y | +103.8% | +43.3% | +60.5% | +51.9% |
| 5Y | +25.6% | +35.7% | -10.1% | -5.6% |
| All | +61.8% | +131.3% | -69.5% | -17.8% |
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