+391.7%
APP vs CTVA
+95.9%
+295.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | +4.9% | -4.1% | -0.4% |
| 30D | -23.3% | +11.9% | -35.2% | -25.5% |
| 3M | -42.6% | +13.7% | -56.3% | -44.9% |
| 6M | -33.6% | +13.1% | -46.7% | -36.5% |
| YTD | -52.4% | +32.0% | -84.4% | -56.6% |
| 1Y | -35.9% | +22.1% | -58.0% | -40.3% |
| 3Y | +642.2% | +77.5% | +564.7% | +513.7% |
| 5Y | +311.1% | +106.3% | +204.8% | +242.6% |
| All | +391.7% | +95.9% | +295.8% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling