+270.6%
C vs CTVA
+80.9%
+189.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +3.6% | +4.9% | -1.3% | +2.2% |
| 30D | +0.1% | +11.9% | -11.9% | -3.2% |
| 3M | +2.4% | +13.7% | -11.2% | -2.2% |
| 6M | +24.9% | +13.1% | +11.8% | +18.8% |
| YTD | +19.8% | +32.0% | -12.1% | +7.6% |
| 1Y | +44.9% | +22.1% | +22.8% | +33.4% |
| All | +270.6% | +80.9% | +189.7% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling