+122.6%
ADP vs CTVA
+198.5%
-75.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.2% | +2.4% | +0.7% | +2.4% |
| 30D | +12.8% | -8.1% | +20.8% | +15.6% |
| 3M | +12.3% | +6.3% | +6.0% | +9.4% |
| 6M | +45.4% | +0.4% | +45.0% | +43.2% |
| YTD | +21.4% | +21.8% | -0.4% | +11.5% |
| 1Y | +23.7% | +24.9% | -1.2% | +12.6% |
| 3Y | +43.6% | +92.3% | -48.7% | +9.1% |
| 5Y | +48.7% | +78.9% | -30.2% | +13.6% |
| All | +122.6% | +198.5% | -75.9% | +25.6% |
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