+199.6%
ARM vs CTVA
+23.4%
+176.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.1% |
| 7D | +9.1% | -20.8% | +29.9% | +12.9% |
| 30D | -19.9% | -29.6% | +9.7% | -15.2% |
| 3M | -31.6% | -16.9% | -14.7% | -31.1% |
| 6M | -13.9% | -24.3% | +10.4% | -11.8% |
| YTD | +74.3% | -5.6% | +79.9% | +63.8% |
| 1Y | +35.8% | -4.2% | +40.0% | +26.7% |
| 3Y | +268.6% | +43.3% | +225.3% | +195.1% |
| All | +199.6% | +23.4% | +176.2% | +162.9% |
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