+55.3%
BE vs CTVA
+33.4%
+21.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.2% | -9.6% | -6.7% |
| 7D | -12.1% | +8.2% | -20.3% | -13.1% |
| 30D | -30.1% | -1.0% | -29.0% | -29.7% |
| 3M | -12.1% | +4.6% | -16.7% | -13.9% |
| 6M | -30.6% | +0.5% | -31.0% | -34.7% |
| YTD | +130.6% | +22.7% | +107.9% | +61.2% |
| 1Y | +55.3% | +32.0% | +23.3% | -6.4% |
| All | +55.3% | +33.4% | +21.8% | -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