+106.9%
CI vs CTVA
+211.9%
-104.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | -1.1% | -5.8% | +4.7% | +1.0% |
| 30D | +0.5% | +11.1% | -10.6% | -3.2% |
| 3M | -5.2% | +13.2% | -18.4% | -9.8% |
| 6M | +4.3% | +8.7% | -4.4% | +0.4% |
| YTD | +2.8% | +27.3% | -24.5% | -6.8% |
| 1Y | -5.8% | +18.0% | -23.8% | -12.5% |
| 3Y | +4.7% | +76.5% | -71.7% | -18.8% |
| 5Y | +42.7% | +105.1% | -62.4% | +0.6% |
| All | +106.9% | +211.9% | -104.9% | +10.6% |
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