+19.3%
ARM vs CTVA
+33.4%
-14.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.2% | -8.5% | -4.7% |
| 7D | -18.7% | +8.2% | -26.9% | -17.5% |
| 30D | -36.7% | -1.0% | -35.6% | -36.0% |
| 3M | -31.6% | +4.6% | -36.2% | -30.8% |
| 6M | -5.6% | +0.5% | -6.1% | -6.3% |
| YTD | +75.5% | +22.7% | +52.7% | +70.8% |
| 1Y | +19.3% | +32.0% | -12.6% | +16.5% |
| All | +19.3% | +33.4% | -14.1% | +16.5% |
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