-26.4%
APP vs CTVA
-4.9%
-21.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.9% |
| 7D | +4.6% | -20.8% | +25.3% | +4.8% |
| 30D | +56.0% | -29.6% | +85.7% | +56.1% |
| 3M | +30.8% | -16.9% | +47.7% | +31.3% |
| 6M | -9.8% | -24.3% | +14.5% | -10.2% |
| YTD | -39.3% | -5.6% | -33.7% | -39.7% |
| 1Y | -26.4% | -4.2% | -22.3% | -27.4% |
| All | -26.4% | -4.9% | -21.6% | -27.4% |
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