+32.0%
CTVA vs AA
+13.9%
+18.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +3.0% |
| 7D | +8.2% | +0.9% | +7.3% | +8.1% |
| 30D | -1.0% | -6.4% | +5.4% | -0.5% |
| 3M | +4.6% | -13.0% | +17.5% | +5.5% |
| 6M | +0.5% | -34.6% | +35.1% | +3.5% |
| YTD | +22.7% | -23.0% | +45.8% | +23.2% |
| 1Y | +32.0% | +16.0% | +16.0% | +23.9% |
| All | +32.0% | +13.9% | +18.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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