-44.0%
ACHR vs CTVA
+102.0%
-146.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.4% | -4.7% | -0.7% | -3.3% |
| 30D | -19.7% | +11.1% | -30.8% | -23.8% |
| 3M | +7.9% | +13.7% | -5.8% | -0.8% |
| 6M | -13.8% | +11.2% | -25.0% | -20.3% |
| YTD | -27.5% | +26.9% | -54.4% | -37.5% |
| 1Y | -33.9% | +18.8% | -52.8% | -41.4% |
| 3Y | -20.0% | +75.9% | -95.9% | -41.4% |
| 5Y | -44.0% | +105.2% | -149.2% | -60.1% |
| All | -44.0% | +102.0% | -146.0% | -60.1% |
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