+95.4%
CAT vs CTVA
+22.4%
+73.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | +4.9% | -3.2% | +1.1% |
| 30D | -6.6% | +11.9% | -18.5% | -7.9% |
| 3M | -13.3% | +13.7% | -27.0% | -16.2% |
| 6M | +11.6% | +13.1% | -1.5% | +8.0% |
| YTD | +42.9% | +32.0% | +11.0% | +37.0% |
| 1Y | +95.4% | +22.1% | +73.4% | +89.5% |
| All | +95.4% | +22.4% | +73.0% | +89.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling