+7.1%
CRM vs CTVA
+22.4%
-15.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.0% |
| 7D | +1.3% | +4.9% | -3.7% | +1.5% |
| 30D | +34.3% | +11.9% | +22.4% | +34.9% |
| 3M | +37.7% | +13.7% | +24.0% | +38.7% |
| 6M | +34.9% | +13.1% | +21.8% | +35.6% |
| YTD | -1.6% | +32.0% | -33.6% | -2.7% |
| 1Y | +7.1% | +22.1% | -14.9% | +7.3% |
| All | +7.1% | +22.4% | -15.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling