-4.2%
CTVA vs CP
+31.6%
-35.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -20.8% | +2.1% | -22.9% | -21.0% |
| 30D | -29.6% | +9.3% | -39.0% | -30.4% |
| 3M | -16.9% | +0.5% | -17.4% | -16.6% |
| 6M | -24.3% | +10.4% | -34.7% | -25.6% |
| YTD | -5.6% | +28.7% | -34.3% | -12.5% |
| 1Y | -4.2% | +33.2% | -37.3% | -11.4% |
| All | -4.2% | +31.6% | -35.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling