-5.8%
CI vs CTVA
+17.0%
-22.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | -1.1% | -5.8% | +4.7% | +0.1% |
| 30D | +0.5% | +11.1% | -10.6% | -1.6% |
| 3M | -5.2% | +13.2% | -18.4% | -8.1% |
| 6M | +4.3% | +8.7% | -4.4% | +1.6% |
| YTD | +2.8% | +27.3% | -24.5% | -5.6% |
| 1Y | -5.8% | +18.0% | -23.8% | -14.4% |
| All | -5.8% | +17.0% | -22.8% | -14.4% |
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