+292.6%
APP vs CTVA
+74.6%
+218.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.0% | +10.2% |
| 7D | +71.2% | +2.2% | +69.0% | +70.0% |
| 30D | +39.1% | -17.6% | +56.7% | +46.1% |
| 3M | +16.5% | +3.4% | +13.1% | +14.1% |
| 6M | -16.6% | -2.6% | -14.0% | -17.5% |
| YTD | -41.9% | +19.1% | -61.1% | -46.7% |
| 1Y | -37.0% | +26.8% | -63.8% | -43.5% |
| 3Y | +892.4% | +63.9% | +828.6% | +703.9% |
| All | +292.6% | +74.6% | +218.0% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling