+185.8%
CB vs CTVA
+131.3%
+54.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | +2.9% | -20.8% | +23.7% | +8.9% |
| 30D | +7.3% | -29.6% | +36.9% | +17.8% |
| 3M | +9.4% | -16.9% | +26.3% | +12.8% |
| 6M | +19.6% | -24.3% | +43.9% | +26.6% |
| YTD | +21.5% | -5.6% | +27.1% | +18.4% |
| 1Y | +28.0% | -4.2% | +32.2% | +24.0% |
| 3Y | +74.9% | +43.3% | +31.6% | +41.3% |
| 5Y | +108.1% | +35.7% | +72.4% | +68.2% |
| All | +185.8% | +131.3% | +54.5% | +71.5% |
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