+61.9%
USB vs CTVA
+200.7%
-138.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.4% |
| 7D | +2.4% | +8.2% | -5.8% | -1.2% |
| 30D | +6.6% | -1.0% | +7.6% | +6.0% |
| 3M | -4.1% | +4.6% | -8.7% | -7.7% |
| 6M | +12.5% | +0.5% | +12.0% | +9.1% |
| YTD | +17.6% | +22.7% | -5.1% | +2.4% |
| 1Y | +36.5% | +32.0% | +4.5% | +14.4% |
| 3Y | +95.4% | +68.0% | +27.4% | +40.1% |
| 5Y | +26.1% | +81.8% | -55.7% | -15.1% |
| All | +61.9% | +200.7% | -138.8% | -25.0% |
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