+20.5%
ADP vs CTVA
+33.4%
-12.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.3% |
| 7D | +6.4% | +8.2% | -1.8% | +5.8% |
| 30D | +16.6% | -1.0% | +17.7% | +16.2% |
| 3M | +12.9% | +4.6% | +8.3% | +12.4% |
| 6M | +45.7% | +0.5% | +45.2% | +45.5% |
| YTD | +20.6% | +22.7% | -2.1% | +16.2% |
| 1Y | +20.5% | +32.0% | -11.5% | +13.7% |
| All | +20.5% | +33.4% | -12.9% | +13.7% |
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