+506.6%
APP vs CTVA
+80.8%
+425.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | +61.1% | +2.4% | +58.7% | +60.1% |
| 30D | +42.8% | -8.1% | +50.8% | +45.3% |
| 3M | +16.7% | +6.3% | +10.4% | +13.8% |
| 6M | -15.6% | +0.4% | -16.0% | -16.9% |
| YTD | -41.3% | +21.8% | -63.1% | -45.8% |
| 1Y | -39.3% | +24.9% | -64.2% | -44.3% |
| 3Y | +803.2% | +92.3% | +710.9% | +618.7% |
| 5Y | +313.2% | +78.9% | +234.3% | +251.2% |
| All | +506.6% | +80.8% | +425.8% | +433.1% |
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