+1,240.2%
ASX vs CTVA
+198.5%
+1,041.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | -9.1% | +2.4% | -11.6% | -9.6% |
| 30D | -23.6% | -8.1% | -15.5% | -21.9% |
| 3M | -5.6% | +6.3% | -11.9% | -8.5% |
| 6M | +4.7% | +0.4% | +4.3% | +2.5% |
| YTD | +122.6% | +21.8% | +100.8% | +104.3% |
| 1Y | +133.0% | +24.9% | +108.1% | +112.0% |
| 3Y | +367.1% | +92.3% | +274.8% | +260.4% |
| 5Y | +504.7% | +78.9% | +425.9% | +370.2% |
| All | +1,240.2% | +198.5% | +1,041.7% | +706.0% |
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