+339.1%
ADI vs CTVA
+208.7%
+130.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | +4.6% | -4.5% | +9.1% | +6.6% |
| 30D | -1.2% | +11.3% | -12.5% | -5.9% |
| 3M | -7.8% | +12.3% | -20.1% | -13.5% |
| 6M | +19.3% | +7.2% | +12.2% | +14.1% |
| YTD | +40.9% | +26.0% | +14.9% | +25.0% |
| 1Y | +54.5% | +16.0% | +38.5% | +41.5% |
| 3Y | +123.4% | +73.9% | +49.5% | +68.1% |
| 5Y | +142.3% | +103.8% | +38.5% | +64.0% |
| All | +339.1% | +208.7% | +130.4% | +115.2% |
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