+16.4%
B vs CTVA
+27.3%
-10.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.2% |
| 7D | +7.1% | +2.4% | +4.7% | +6.6% |
| 30D | -3.3% | -8.1% | +4.7% | -1.9% |
| 3M | -2.5% | +6.3% | -8.8% | -6.9% |
| 6M | -7.2% | +0.4% | -7.7% | -11.3% |
| YTD | -7.4% | +21.8% | -29.2% | -23.7% |
| 1Y | +16.4% | +24.9% | -8.4% | -6.4% |
| All | +16.4% | +27.3% | -10.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling