-43.0%
APP vs CTVA
+20.1%
-63.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.6% |
| 7D | +0.1% | -2.1% | +2.2% | +0.2% |
| 30D | -10.0% | +12.0% | -22.1% | -10.4% |
| 3M | -44.6% | +13.5% | -58.1% | -45.1% |
| 6M | -37.9% | +12.1% | -50.0% | -39.0% |
| YTD | -53.7% | +29.0% | -82.7% | -55.2% |
| 1Y | -43.0% | +18.9% | -61.8% | -45.6% |
| All | -43.0% | +20.1% | -63.1% | -45.6% |
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 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