+66.5%
USB vs CTVA
+223.3%
-156.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.4% | +4.9% | -3.5% | -1.0% |
| 30D | -1.3% | +11.9% | -13.2% | -6.7% |
| 3M | +15.2% | +13.7% | +1.6% | +7.1% |
| 6M | +18.8% | +13.1% | +5.7% | +10.0% |
| YTD | +21.0% | +32.0% | -10.9% | +3.3% |
| 1Y | +34.0% | +22.1% | +11.9% | +18.3% |
| 3Y | +95.3% | +77.5% | +17.8% | +38.8% |
| 5Y | +40.4% | +106.3% | -65.9% | -10.5% |
| All | +66.5% | +223.3% | -156.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling