+79.3%
ADI vs CTVA
+33.4%
+45.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.3% |
| 7D | -5.1% | +8.2% | -13.4% | -5.3% |
| 30D | -3.1% | -1.0% | -2.0% | -3.2% |
| 3M | +7.1% | +4.6% | +2.6% | +5.8% |
| 6M | +2.9% | +0.5% | +2.4% | +0.2% |
| YTD | +51.1% | +22.7% | +28.4% | +30.9% |
| 1Y | +79.3% | +32.0% | +47.3% | +47.8% |
| All | +79.3% | +33.4% | +45.9% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling