-44.0%
ACHR vs CTVA
+126.5%
-170.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -2.3% | -4.5% | +2.2% | -0.4% |
| 30D | -11.3% | +11.3% | -22.6% | -15.5% |
| 3M | +5.3% | +12.3% | -7.0% | -1.7% |
| 6M | -13.2% | +7.2% | -20.4% | -17.6% |
| YTD | -25.8% | +26.0% | -51.8% | -34.7% |
| 1Y | -34.3% | +16.0% | -50.3% | -40.2% |
| 3Y | -19.9% | +73.9% | -93.8% | -38.6% |
| 5Y | -42.7% | +103.8% | -146.4% | -56.2% |
| All | -44.0% | +126.5% | -170.5% | -57.2% |
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