+210.1%
CAT vs CTVA
+82.6%
+127.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.5% |
| 7D | -2.4% | +1.6% | -4.0% | -3.0% |
| 30D | -25.0% | -8.5% | -16.5% | -22.6% |
| 3M | -28.7% | +5.3% | -34.0% | -31.4% |
| 6M | -33.0% | -0.1% | -32.9% | -34.7% |
| YTD | +5.4% | +21.2% | -15.8% | -6.2% |
| 1Y | +7.3% | +27.0% | -19.7% | -6.7% |
| 3Y | +166.0% | +87.2% | +78.8% | +86.8% |
| 5Y | +210.1% | +77.9% | +132.2% | +120.3% |
| All | +210.1% | +82.6% | +127.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling