+131.6%
C vs CTVA
+104.3%
+27.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.9% |
| 30D | +1.3% | +12.0% | -10.8% | -2.8% |
| 3M | +3.1% | +13.5% | -10.4% | -2.5% |
| 6M | +29.6% | +12.1% | +17.5% | +22.5% |
| YTD | +19.0% | +29.0% | -10.1% | +5.9% |
| 1Y | +45.6% | +18.9% | +26.8% | +33.6% |
| 3Y | +269.3% | +78.9% | +190.4% | +183.7% |
| 5Y | +131.6% | +105.2% | +26.3% | +69.3% |
| All | +131.6% | +104.3% | +27.3% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling