+144.6%
C vs CTVA
+198.5%
-53.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -0.4% | +2.4% | -2.8% | -1.5% |
| 30D | -5.2% | -8.1% | +2.9% | -1.4% |
| 3M | -9.1% | +6.3% | -15.4% | -13.7% |
| 6M | -1.6% | +0.4% | -2.0% | -4.9% |
| YTD | +6.9% | +21.8% | -14.9% | -7.9% |
| 1Y | +23.0% | +24.9% | -1.9% | +4.3% |
| 3Y | +216.1% | +92.3% | +123.9% | +101.2% |
| 5Y | +112.2% | +78.9% | +33.4% | +35.8% |
| All | +144.6% | +198.5% | -53.9% | +0.2% |
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