+14.7%
ADP vs CTVA
+78.5%
-63.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.2% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | -1.2% | +12.0% | -13.3% | -2.6% |
| 3M | +17.9% | +13.5% | +4.4% | +15.7% |
| 6M | +20.3% | +12.1% | +8.2% | +18.0% |
| YTD | +5.8% | +29.0% | -23.2% | +1.3% |
| 1Y | -7.7% | +18.9% | -26.6% | -10.6% |
| 3Y | +14.7% | +78.9% | -64.2% | +6.0% |
| All | +14.7% | +78.5% | -63.8% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling