-26.3%
APH vs CTVA
+22.4%
-48.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.0% | -51.8% | -46.7% |
| 7D | -48.7% | +6.9% | -55.6% | -47.6% |
| 30D | -51.9% | +11.9% | -63.9% | -50.8% |
| 3M | -43.6% | +13.7% | -57.2% | -42.5% |
| 6M | -37.5% | +13.1% | -50.7% | -36.5% |
| YTD | -38.6% | +32.0% | -70.6% | -38.8% |
| 1Y | -26.3% | +22.1% | -48.4% | -27.5% |
| All | -26.3% | +22.4% | -48.8% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling