+1,618.8%
BE vs CTVA
+131.3%
+1,487.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -6.3% |
| 7D | +10.8% | -20.8% | +31.6% | +22.6% |
| 30D | -19.8% | -29.6% | +9.8% | -5.7% |
| 3M | -18.7% | -16.9% | -1.8% | -14.9% |
| 6M | -33.7% | -24.3% | -9.5% | -28.0% |
| YTD | +121.0% | -5.6% | +126.6% | +109.3% |
| 1Y | +85.4% | -4.2% | +89.6% | +74.3% |
| 3Y | +1,709.5% | +43.3% | +1,666.2% | +1,169.6% |
| 5Y | +462.2% | +35.7% | +426.5% | +308.7% |
| All | +1,618.8% | +131.3% | +1,487.5% | +748.3% |
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