+153.8%
B vs CTVA
+104.3%
+49.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +1.4% | +12.0% | -10.7% | -1.7% |
| 3M | +12.2% | +13.5% | -1.3% | +8.0% |
| 6M | -2.1% | +12.1% | -14.2% | -5.7% |
| YTD | +2.9% | +29.0% | -26.1% | -4.0% |
| 1Y | +55.3% | +18.9% | +36.4% | +47.3% |
| 3Y | +198.7% | +78.9% | +119.8% | +152.5% |
| 5Y | +153.8% | +105.2% | +48.5% | +118.5% |
| All | +153.8% | +104.3% | +49.5% | +118.5% |
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