+174.0%
C vs CTVA
+223.3%
-49.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +3.6% | +4.9% | -1.3% | +1.0% |
| 30D | +0.1% | +11.9% | -11.9% | -5.8% |
| 3M | +2.4% | +13.7% | -11.2% | -5.5% |
| 6M | +24.9% | +13.1% | +11.8% | +14.7% |
| YTD | +19.8% | +32.0% | -12.1% | +0.7% |
| 1Y | +44.9% | +22.1% | +22.8% | +26.3% |
| 3Y | +263.0% | +77.5% | +185.5% | +147.9% |
| 5Y | +129.5% | +106.3% | +23.2% | +36.7% |
| All | +174.0% | +223.3% | -49.3% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling