+231.7%
CTVA vs CAPR
+235.7%
-4.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +4.9% | -2.0% | +6.9% | +5.0% |
| 30D | +11.9% | +139.2% | -127.3% | +10.7% |
| 3M | +13.7% | -66.4% | +80.0% | +14.1% |
| 6M | +13.1% | -63.1% | +76.3% | +13.4% |
| YTD | +32.0% | -67.4% | +99.4% | +32.3% |
| 1Y | +22.1% | +58.2% | -36.2% | +17.4% |
| 3Y | +77.5% | +42.2% | +35.3% | +66.3% |
| 5Y | +106.3% | +87.3% | +19.0% | +89.8% |
| All | +231.7% | +235.7% | -4.1% | +172.2% |
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