+465.4%
CAT vs CTVA
+197.0%
+268.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.5% |
| 7D | -2.4% | +1.6% | -4.0% | -3.1% |
| 30D | -25.0% | -8.5% | -16.5% | -22.5% |
| 3M | -28.7% | +5.3% | -34.0% | -31.5% |
| 6M | -33.0% | -0.1% | -32.9% | -34.6% |
| YTD | +5.4% | +21.2% | -15.8% | -5.9% |
| 1Y | +7.3% | +27.0% | -19.7% | -6.4% |
| 3Y | +166.0% | +87.2% | +78.8% | +89.7% |
| 5Y | +210.1% | +77.9% | +132.2% | +124.6% |
| All | +465.4% | +197.0% | +268.4% | +203.2% |
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