+666.6%
CAT vs CTVA
+223.3%
+443.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +1.7% | +4.9% | -3.2% | -0.5% |
| 30D | -6.6% | +11.9% | -18.5% | -11.3% |
| 3M | -13.3% | +13.7% | -27.0% | -19.0% |
| 6M | +11.6% | +13.1% | -1.5% | +4.3% |
| YTD | +42.9% | +32.0% | +11.0% | +24.7% |
| 1Y | +95.4% | +22.1% | +73.4% | +75.1% |
| 3Y | +196.6% | +77.5% | +119.1% | +119.8% |
| 5Y | +321.7% | +106.3% | +215.4% | +189.2% |
| All | +666.6% | +223.3% | +443.4% | +301.8% |
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 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