+123.5%
CME vs CTVA
+131.3%
-7.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +3.9% | -20.8% | +24.7% | +8.7% |
| 30D | +11.3% | -29.6% | +41.0% | +19.9% |
| 3M | +19.6% | -16.9% | +36.5% | +22.5% |
| 6M | +8.1% | -24.3% | +32.3% | +13.0% |
| YTD | +20.4% | -5.6% | +26.0% | +18.1% |
| 1Y | +16.5% | -4.2% | +20.7% | +13.7% |
| 3Y | +66.4% | +43.3% | +23.2% | +39.9% |
| 5Y | +74.5% | +35.7% | +38.8% | +44.2% |
| All | +123.5% | +131.3% | -7.8% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling