+101.0%
ADP vs CTVA
+223.3%
-122.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.4% | +4.9% | -8.4% | -4.9% |
| 30D | +2.8% | +11.9% | -9.1% | -0.9% |
| 3M | +20.9% | +13.7% | +7.3% | +15.4% |
| 6M | +29.9% | +13.1% | +16.7% | +23.6% |
| YTD | +9.6% | +32.0% | -22.3% | -1.1% |
| 1Y | -5.3% | +22.1% | -27.3% | -12.6% |
| 3Y | +16.5% | +77.5% | -61.0% | -7.9% |
| 5Y | +49.4% | +106.3% | -56.9% | +9.0% |
| All | +101.0% | +223.3% | -122.3% | +11.4% |
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 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