+125.5%
CI vs CTVA
+198.5%
-73.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | +7.3% | -8.1% | +15.4% | +10.3% |
| 3M | +9.5% | +6.3% | +3.2% | +6.2% |
| 6M | +6.4% | +0.4% | +6.0% | +4.7% |
| YTD | +12.0% | +21.8% | -9.8% | +2.2% |
| 1Y | +20.1% | +24.9% | -4.8% | +8.6% |
| 3Y | +9.6% | +92.3% | -82.7% | -18.7% |
| 5Y | +52.7% | +78.9% | -26.2% | +13.5% |
| All | +125.5% | +198.5% | -73.0% | +21.3% |
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