+1.5%
CARR vs CTVA
+74.2%
-72.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -3.8% | -4.5% | +0.7% | -2.7% |
| 30D | -8.9% | +11.3% | -20.2% | -11.5% |
| 3M | -17.3% | +12.3% | -29.6% | -20.7% |
| 6M | -1.4% | +7.2% | -8.6% | -4.4% |
| YTD | +10.0% | +26.0% | -16.0% | +1.4% |
| 1Y | -6.4% | +16.0% | -22.4% | -11.6% |
| 3Y | +1.5% | +73.9% | -72.4% | -14.4% |
| All | +1.5% | +74.2% | -72.7% | -14.4% |
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