+32.0%
CTVA vs A
+24.4%
+7.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.2% |
| 7D | +8.2% | -2.4% | +10.6% | +8.2% |
| 30D | -1.0% | +3.6% | -4.6% | -1.1% |
| 3M | +4.6% | +27.5% | -22.9% | +2.7% |
| 6M | +0.5% | +58.5% | -58.0% | -3.9% |
| YTD | +22.7% | +31.2% | -8.5% | +21.3% |
| 1Y | +32.0% | +22.2% | +9.8% | +32.7% |
| All | +32.0% | +24.4% | +7.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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