+83.0%
CTVA vs CP
+19.6%
+63.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.9% | -2.7% | +7.6% | +5.9% |
| 30D | +11.9% | +0.2% | +11.8% | +11.6% |
| 3M | +13.7% | +2.6% | +11.1% | +12.1% |
| 6M | +13.1% | +6.0% | +7.2% | +9.7% |
| YTD | +32.0% | +24.9% | +7.0% | +18.5% |
| 1Y | +22.1% | +20.1% | +2.0% | +11.4% |
| All | +83.0% | +19.6% | +63.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling