+109.0%
CTVA vs CP
+32.0%
+77.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.9% | -2.7% | +7.6% | +6.0% |
| 30D | +11.9% | +0.2% | +11.8% | +11.6% |
| 3M | +13.7% | +2.6% | +11.1% | +12.0% |
| 6M | +13.1% | +6.0% | +7.2% | +9.4% |
| YTD | +32.0% | +24.9% | +7.0% | +18.1% |
| 1Y | +22.1% | +20.1% | +2.0% | +11.0% |
| 3Y | +77.5% | +16.4% | +61.1% | +61.2% |
| All | +109.0% | +32.0% | +77.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling