+367.9%
APP vs CTVA
+88.9%
+278.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -4.4% | -5.8% | +1.4% | -2.8% |
| 30D | -10.0% | +11.1% | -21.1% | -12.5% |
| 3M | -41.4% | +13.2% | -54.7% | -43.8% |
| 6M | -41.0% | +8.7% | -49.7% | -43.0% |
| YTD | -54.7% | +27.3% | -82.0% | -58.3% |
| 1Y | -45.3% | +18.0% | -63.3% | -48.6% |
| 3Y | +624.3% | +76.5% | +547.8% | +498.0% |
| 5Y | +329.1% | +105.1% | +224.0% | +262.8% |
| All | +367.9% | +88.9% | +278.9% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling