+8.4%
CI vs CTVA
+67.8%
-59.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +4.7% | -8.5% | +13.2% | +6.1% |
| 3M | +5.2% | +5.3% | -0.1% | +3.8% |
| 6M | +3.8% | -0.1% | +3.9% | +3.2% |
| YTD | +9.2% | +21.2% | -12.0% | +4.2% |
| 1Y | +14.3% | +27.0% | -12.7% | +8.0% |
| 3Y | +8.4% | +87.2% | -78.8% | -4.6% |
| All | +8.4% | +67.8% | -59.3% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling