+206.2%
CTVA vs CAPR
+216.8%
-10.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.4% | +0.6% |
| 7D | +2.4% | +7.6% | -5.2% | +2.4% |
| 30D | -8.1% | +13.3% | -21.4% | -8.2% |
| 3M | +6.3% | +130.4% | -124.1% | +5.1% |
| 6M | +0.4% | -70.8% | +71.2% | +0.8% |
| YTD | +21.8% | -69.3% | +91.1% | +22.1% |
| 1Y | +24.9% | +59.5% | -34.6% | +20.1% |
| 3Y | +92.3% | +216.8% | -124.5% | +77.2% |
| 5Y | +78.9% | +152.7% | -73.8% | +63.4% |
| All | +206.2% | +216.8% | -10.6% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling