+9.5%
AGG vs CTVA
+211.9%
-202.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -0.2% | -5.8% | +5.6% | -0.1% |
| 30D | -0.2% | +11.1% | -11.3% | -0.3% |
| 3M | -0.7% | +13.2% | -13.9% | -0.8% |
| 6M | -1.8% | +8.7% | -10.5% | -1.8% |
| YTD | -0.6% | +27.3% | -27.9% | -0.8% |
| 1Y | +0.4% | +18.0% | -17.6% | +0.2% |
| 3Y | +13.2% | +76.5% | -63.3% | +12.6% |
| 5Y | -2.0% | +105.1% | -107.1% | -2.3% |
| All | +9.5% | +211.9% | -202.4% | +8.6% |
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