+50.8%
CDE vs CTVA
+22.4%
+28.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.5% | +4.9% | -4.4% | -0.3% |
| 30D | +21.9% | +11.9% | +9.9% | +19.3% |
| 3M | +14.9% | +13.7% | +1.3% | +11.2% |
| 6M | -10.5% | +13.1% | -23.6% | -13.4% |
| YTD | +19.3% | +32.0% | -12.7% | +17.3% |
| 1Y | +50.8% | +22.1% | +28.7% | +44.4% |
| All | +50.8% | +22.4% | +28.4% | +44.4% |
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 · 6 months rolling