-2.6%
AGG vs CTVA
+102.9%
-105.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.1% | -4.5% | +3.5% | -1.0% |
| 30D | -1.1% | +11.3% | -12.5% | -1.3% |
| 3M | -1.9% | +12.3% | -14.2% | -2.1% |
| 6M | -1.7% | +7.2% | -8.9% | -1.8% |
| YTD | -1.3% | +26.0% | -27.3% | -1.7% |
| 1Y | -0.7% | +16.0% | -16.8% | -1.0% |
| 3Y | +12.5% | +73.9% | -61.4% | +11.2% |
| All | -2.6% | +102.9% | -105.6% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling