+320.0%
ADI vs CTVA
+223.3%
+96.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +0.4% | +4.9% | -4.5% | -1.7% |
| 30D | -3.8% | +11.9% | -15.7% | -8.6% |
| 3M | -15.3% | +13.7% | -28.9% | -20.8% |
| 6M | +6.7% | +13.1% | -6.5% | -0.4% |
| YTD | +34.8% | +32.0% | +2.8% | +17.3% |
| 1Y | +49.0% | +22.1% | +27.0% | +33.6% |
| 3Y | +108.1% | +77.5% | +30.6% | +55.4% |
| 5Y | +142.4% | +106.3% | +36.2% | +63.6% |
| All | +320.0% | +223.3% | +96.7% | +101.9% |
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