+219.9%
CTVA vs CAPR
+208.6%
+11.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | -5.8% | -12.6% | +6.8% | -5.7% |
| 30D | +11.1% | +124.4% | -113.4% | +9.9% |
| 3M | +13.2% | -66.8% | +80.0% | +13.7% |
| 6M | +8.7% | -71.8% | +80.5% | +9.2% |
| YTD | +27.3% | -70.1% | +97.3% | +27.8% |
| 1Y | +18.0% | +33.3% | -15.3% | +13.9% |
| 3Y | +76.5% | +36.7% | +39.8% | +65.3% |
| 5Y | +105.1% | +72.5% | +32.6% | +88.9% |
| All | +219.9% | +208.6% | +11.3% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling