+63.1%
CRM vs CTVA
+208.7%
-145.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -4.4% | -4.5% | +0.1% | -3.1% |
| 30D | +28.1% | +11.3% | +16.8% | +23.9% |
| 3M | +48.8% | +12.3% | +36.5% | +42.6% |
| 6M | +28.3% | +7.2% | +21.1% | +24.1% |
| YTD | -6.0% | +26.0% | -32.0% | -14.1% |
| 1Y | +1.4% | +16.0% | -14.6% | -5.0% |
| 3Y | +11.8% | +73.9% | -62.1% | -10.8% |
| 5Y | -2.0% | +103.8% | -105.8% | -26.9% |
| All | +63.1% | +208.7% | -145.6% | -5.7% |
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