-42.7%
ACHR vs CTVA
+137.1%
-179.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.7% | +4.9% | -5.6% | -2.8% |
| 30D | +9.8% | +11.9% | -2.1% | +4.4% |
| 3M | -10.5% | +13.7% | -24.2% | -16.7% |
| 6M | -15.5% | +13.1% | -28.7% | -21.6% |
| YTD | -24.1% | +32.0% | -56.0% | -34.4% |
| 1Y | -32.4% | +22.1% | -54.5% | -39.8% |
| 3Y | -11.6% | +77.5% | -89.1% | -33.0% |
| 5Y | -42.9% | +106.3% | -149.2% | -57.1% |
| All | -42.7% | +137.1% | -179.9% | -57.0% |
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