+425.9%
CARR vs CTVA
+331.8%
+94.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | +0.6% | -5.8% | +6.4% | +2.8% |
| 30D | -8.7% | +11.1% | -19.7% | -12.2% |
| 3M | -18.4% | +13.2% | -31.6% | -22.8% |
| 6M | -0.6% | +8.7% | -9.3% | -4.9% |
| YTD | +10.9% | +27.3% | -16.4% | -0.3% |
| 1Y | -7.3% | +18.0% | -25.3% | -14.6% |
| 3Y | +2.9% | +76.5% | -73.6% | -20.5% |
| 5Y | +9.6% | +105.1% | -95.4% | -22.3% |
| All | +425.9% | +331.8% | +94.2% | +166.3% |
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 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