+63.9%
CTVA vs COMP
+353.8%
-289.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -11.9% | -1.9% |
| 7D | +2.2% | +13.4% | -11.2% | +1.3% |
| 30D | -17.6% | +11.1% | -28.7% | -18.3% |
| 3M | +3.4% | -18.8% | +22.3% | +4.6% |
| 6M | -2.6% | +10.5% | -13.1% | -4.0% |
| YTD | +19.1% | -3.4% | +22.5% | +18.1% |
| 1Y | +26.8% | +19.7% | +7.1% | +22.9% |
| 3Y | +63.9% | +381.6% | -317.7% | +22.1% |
| All | +63.9% | +353.8% | -289.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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