+146.2%
B vs CTVA
+82.6%
+63.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.5% | +3.8% |
| 7D | +11.3% | +1.6% | +9.7% | +11.0% |
| 30D | +2.9% | -8.5% | +11.5% | +5.0% |
| 3M | -2.9% | +5.3% | -8.1% | -5.2% |
| 6M | -1.2% | -0.1% | -1.1% | -2.6% |
| YTD | -1.3% | +21.2% | -22.6% | -7.6% |
| 1Y | +30.4% | +27.0% | +3.4% | +20.7% |
| 3Y | +195.3% | +87.2% | +108.1% | +142.5% |
| 5Y | +146.2% | +77.9% | +68.3% | +111.5% |
| All | +146.2% | +82.6% | +63.6% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling