+22.0%
USB vs CTVA
+74.6%
-52.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.8% |
| 30D | +5.8% | -17.6% | +23.5% | +13.2% |
| 3M | -6.0% | +3.4% | -9.4% | -8.6% |
| 6M | +7.8% | -2.6% | +10.3% | +6.3% |
| YTD | +14.6% | +19.1% | -4.5% | +2.6% |
| 1Y | +31.8% | +26.8% | +5.0% | +14.5% |
| 3Y | +91.5% | +63.9% | +27.7% | +45.2% |
| All | +22.0% | +74.6% | -52.6% | -17.1% |
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