+174.2%
C vs CTVA
+211.9%
-37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | +2.6% | -5.8% | +8.4% | +5.8% |
| 30D | +1.9% | +11.1% | -9.2% | -3.7% |
| 3M | +2.8% | +13.2% | -10.4% | -5.0% |
| 6M | +30.6% | +8.7% | +21.8% | +22.4% |
| YTD | +19.9% | +27.3% | -7.4% | +2.6% |
| 1Y | +44.6% | +18.0% | +26.6% | +28.2% |
| 3Y | +272.1% | +76.5% | +195.7% | +154.1% |
| 5Y | +132.0% | +105.1% | +26.9% | +37.9% |
| All | +174.2% | +211.9% | -37.7% | +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