+86.1%
ARM vs CTVA
+22.4%
+63.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.8% |
| 7D | +5.5% | +4.9% | +0.5% | +6.3% |
| 30D | -8.2% | +11.9% | -20.1% | -6.6% |
| 3M | -35.9% | +13.7% | -49.6% | -35.3% |
| 6M | +103.1% | +13.1% | +90.0% | +104.9% |
| YTD | +130.6% | +32.0% | +98.7% | +139.7% |
| 1Y | +86.1% | +22.1% | +64.0% | +85.5% |
| All | +86.1% | +22.4% | +63.6% | +85.5% |
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