+78.0%
CTVA vs CF
+73.9%
+4.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | 0.0% |
| 7D | +4.9% | +6.0% | -1.1% | +3.3% |
| 30D | +11.9% | +14.8% | -2.9% | +7.8% |
| 3M | +13.7% | +14.1% | -0.4% | +9.6% |
| 6M | +13.1% | +28.5% | -15.4% | +3.4% |
| YTD | +32.0% | +74.9% | -43.0% | +9.0% |
| 1Y | +22.1% | +61.7% | -39.6% | +3.5% |
| All | +78.0% | +73.9% | +4.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling