+1,197.9%
ASX vs CTVA
+197.0%
+1,000.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.9% | +8.2% |
| 7D | -12.3% | +1.6% | -13.9% | -12.6% |
| 30D | -26.0% | -8.5% | -17.5% | -24.3% |
| 3M | -8.1% | +5.3% | -13.4% | -10.7% |
| 6M | +1.4% | -0.1% | +1.5% | -0.6% |
| YTD | +115.6% | +21.2% | +94.3% | +98.1% |
| 1Y | +128.0% | +27.0% | +101.0% | +106.2% |
| 3Y | +371.4% | +87.2% | +284.2% | +266.8% |
| 5Y | +469.4% | +77.9% | +391.5% | +343.4% |
| All | +1,197.9% | +197.0% | +1,000.9% | +681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling