+358.8%
APP vs CTVA
+104.3%
+254.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | -10.0% | +12.0% | -22.1% | -13.0% |
| 3M | -44.6% | +13.5% | -58.1% | -47.1% |
| 6M | -37.9% | +12.1% | -50.0% | -40.7% |
| YTD | -53.7% | +29.0% | -82.7% | -57.9% |
| 1Y | -43.0% | +18.9% | -61.8% | -46.9% |
| 3Y | +640.8% | +78.9% | +561.9% | +493.4% |
| 5Y | +358.8% | +105.2% | +253.6% | +256.8% |
| All | +358.8% | +104.3% | +254.5% | +256.8% |
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