+155.3%
CB vs CTVA
+216.1%
-60.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | -3.9% | +12.0% | -15.9% | -7.6% |
| 3M | +4.9% | +13.5% | -8.6% | -0.2% |
| 6M | +3.3% | +12.1% | -8.9% | -1.7% |
| YTD | +8.5% | +29.0% | -20.5% | -1.9% |
| 1Y | +22.1% | +18.9% | +3.2% | +13.2% |
| 3Y | +70.1% | +78.9% | -8.8% | +31.8% |
| 5Y | +97.4% | +105.2% | -7.9% | +41.4% |
| All | +155.3% | +216.1% | -60.8% | +42.1% |
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