+53.5%
CME vs CTVA
+78.5%
-25.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.9% | -2.1% | -0.8% | -2.8% |
| 30D | +5.5% | +12.0% | -6.5% | +4.8% |
| 3M | +11.0% | +13.5% | -2.5% | +10.0% |
| 6M | -9.7% | +12.1% | -21.8% | -10.4% |
| YTD | +4.9% | +29.0% | -24.1% | +3.3% |
| 1Y | +10.1% | +18.9% | -8.8% | +8.8% |
| 3Y | +53.5% | +78.9% | -25.4% | +50.6% |
| All | +53.5% | +78.5% | -25.0% | +50.6% |
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