+311.3%
ARM vs CTVA
+68.6%
+242.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +4.3% |
| 7D | +11.4% | -2.1% | +13.5% | +11.9% |
| 30D | -7.4% | +12.0% | -19.5% | -10.7% |
| 3M | -24.5% | +13.5% | -38.0% | -28.5% |
| 6M | +128.7% | +12.1% | +116.5% | +116.6% |
| YTD | +139.3% | +29.0% | +110.2% | +114.5% |
| 1Y | +88.0% | +18.9% | +69.1% | +73.1% |
| All | +311.3% | +68.6% | +242.6% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling