-8.3%
ADP vs CTVA
+17.0%
-25.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -5.7% | -5.8% | +0.1% | -5.5% |
| 30D | -3.1% | +11.1% | -14.2% | -3.3% |
| 3M | +15.6% | +13.2% | +2.4% | +15.6% |
| 6M | +20.8% | +8.7% | +12.1% | +20.5% |
| YTD | +4.7% | +27.3% | -22.5% | +1.8% |
| 1Y | -8.3% | +18.0% | -26.3% | -10.4% |
| All | -8.3% | +17.0% | -25.3% | -10.4% |
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