+26.0%
C vs CTVA
+33.4%
-7.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.7% |
| 7D | +1.1% | +8.2% | -7.1% | +1.2% |
| 30D | -2.4% | -1.0% | -1.4% | -2.5% |
| 3M | -8.4% | +4.6% | -12.9% | -8.3% |
| 6M | +0.3% | +0.5% | -0.1% | +0.1% |
| YTD | +9.1% | +22.7% | -13.6% | +2.0% |
| 1Y | +26.0% | +32.0% | -5.9% | +13.4% |
| All | +26.0% | +33.4% | -7.4% | +13.4% |
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