+32.0%
CTVA vs CAPR
+47.4%
-15.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +3.2% |
| 7D | +8.2% | +43.2% | -35.0% | +8.2% |
| 30D | -1.0% | +14.7% | -15.7% | -1.1% |
| 3M | +4.6% | +113.9% | -109.3% | +4.5% |
| 6M | +0.5% | -73.4% | +73.8% | +0.3% |
| YTD | +22.7% | -69.1% | +91.8% | +22.5% |
| 1Y | +32.0% | +47.2% | -15.2% | +32.9% |
| All | +32.0% | +47.4% | -15.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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