+148.1%
C vs CTVA
+131.3%
+16.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -1.2% |
| 7D | +4.2% | -20.8% | +24.9% | +13.3% |
| 30D | +2.0% | -29.6% | +31.6% | +17.3% |
| 3M | -10.1% | -16.9% | +6.8% | -6.6% |
| 6M | +1.0% | -24.3% | +25.2% | +8.9% |
| YTD | +8.5% | -5.6% | +14.1% | +2.6% |
| 1Y | +25.7% | -4.2% | +29.9% | +17.9% |
| 3Y | +216.0% | +43.3% | +172.7% | +126.6% |
| 5Y | +112.3% | +35.7% | +76.6% | +51.5% |
| All | +148.1% | +131.3% | +16.8% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling