+105.2%
CTVA vs CAPR
+87.6%
+17.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | -2.1% | -9.5% | +7.4% | -2.0% |
| 30D | +12.0% | +121.5% | -109.5% | +11.6% |
| 3M | +13.5% | -65.4% | +78.8% | +13.5% |
| 6M | +12.1% | -67.5% | +79.6% | +12.2% |
| YTD | +29.0% | -68.6% | +97.6% | +29.1% |
| 1Y | +18.9% | +42.7% | -23.8% | +17.4% |
| 3Y | +78.9% | +43.4% | +35.5% | +69.5% |
| 5Y | +105.2% | +86.0% | +19.2% | +87.0% |
| All | +105.2% | +87.6% | +17.7% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling