+668.2%
CAT vs CTVA
+211.9%
+456.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +2.9% | -5.8% | +8.7% | +5.6% |
| 30D | -2.6% | +11.1% | -13.7% | -7.3% |
| 3M | -10.7% | +13.2% | -23.9% | -16.4% |
| 6M | +16.1% | +8.7% | +7.4% | +10.4% |
| YTD | +43.2% | +27.3% | +16.0% | +26.8% |
| 1Y | +96.8% | +18.0% | +78.8% | +78.9% |
| 3Y | +201.4% | +76.5% | +124.9% | +123.6% |
| 5Y | +332.7% | +105.1% | +227.6% | +197.2% |
| All | +668.2% | +211.9% | +456.3% | +308.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling