-70.5%
CBRS vs CTVA
-1.6%
-68.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.2% | -9.3% | -4.9% |
| 7D | -18.4% | +8.2% | -26.6% | -15.9% |
| 30D | -49.4% | -1.0% | -48.4% | -48.7% |
| 3M | -59.6% | +4.6% | -64.1% | -56.8% |
| All | -70.5% | -1.6% | -68.8% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling