+205.4%
CTVA vs CAPR
+300.7%
-95.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.5% |
| 7D | -1.0% | +25.8% | -26.8% | -1.2% |
| 30D | -8.7% | +50.2% | -58.9% | -9.2% |
| 3M | +6.4% | +185.5% | -179.1% | +4.9% |
| 6M | -1.9% | -64.8% | +62.9% | -1.7% |
| YTD | +21.5% | -61.1% | +82.6% | +21.5% |
| 1Y | +24.3% | +81.0% | -56.7% | +19.5% |
| 3Y | +91.8% | +300.7% | -208.9% | +76.3% |
| 5Y | +78.4% | +223.3% | -144.9% | +62.5% |
| All | +205.4% | +300.7% | -95.3% | +150.0% |
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 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