+91.5%
USB vs CTVA
+63.2%
+28.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.5% |
| 30D | +5.8% | -17.6% | +23.5% | +11.0% |
| 3M | -6.0% | +3.4% | -9.4% | -7.9% |
| 6M | +7.8% | -2.6% | +10.3% | +6.6% |
| YTD | +14.6% | +19.1% | -4.5% | +4.7% |
| 1Y | +31.8% | +26.8% | +5.0% | +17.6% |
| 3Y | +91.5% | +63.9% | +27.7% | +62.4% |
| All | +91.5% | +63.2% | +28.3% | +62.4% |
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