+3.9%
CI vs CTVA
+78.5%
-74.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | -1.8% | +12.0% | -13.9% | -3.8% |
| 3M | -4.2% | +13.5% | -17.7% | -6.7% |
| 6M | +2.7% | +12.1% | -9.4% | +0.1% |
| YTD | +1.9% | +29.0% | -27.1% | -3.5% |
| 1Y | -6.3% | +18.9% | -25.1% | -10.2% |
| 3Y | +3.9% | +78.9% | -75.0% | -7.8% |
| All | +3.9% | +78.5% | -74.7% | -7.8% |
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