+76.1%
CME vs CTVA
+103.5%
-27.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.6% | -5.8% | +5.2% | +0.1% |
| 30D | +4.7% | +11.1% | -6.4% | +3.2% |
| 3M | +7.8% | +13.2% | -5.4% | +5.8% |
| 6M | -11.0% | +8.7% | -19.7% | -12.2% |
| YTD | +4.0% | +27.3% | -23.3% | +0.4% |
| 1Y | +9.1% | +18.0% | -8.9% | +6.3% |
| 3Y | +52.3% | +76.5% | -24.2% | +38.8% |
| 5Y | +76.1% | +105.1% | -29.0% | +47.6% |
| All | +76.1% | +103.5% | -27.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling