-26.4%
ARM vs CTVA
-3.1%
-23.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.5% |
| 7D | -15.2% | +2.2% | -17.5% | -14.8% |
| 30D | -40.7% | -17.6% | -23.0% | -41.5% |
| 3M | -39.1% | +3.4% | -42.5% | -38.9% |
| 6M | -26.4% | -2.6% | -23.8% | -30.6% |
| All | -26.4% | -3.1% | -23.3% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling