+348.5%
B vs CTVA
+223.3%
+125.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +4.9% | -6.5% | -2.4% |
| 30D | +9.4% | +11.9% | -2.5% | +7.5% |
| 3M | +5.0% | +13.7% | -8.7% | +2.7% |
| 6M | -3.5% | +13.1% | -16.7% | -5.6% |
| YTD | +4.5% | +32.0% | -27.5% | +0.1% |
| 1Y | +67.8% | +22.1% | +45.7% | +62.2% |
| 3Y | +196.7% | +77.5% | +119.2% | +171.2% |
| 5Y | +151.9% | +106.3% | +45.6% | +129.4% |
| All | +348.5% | +223.3% | +125.2% | +297.6% |
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