+204.7%
CTVA vs CP
+123.9%
+80.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +0.7% |
| 7D | +1.6% | +2.8% | -1.2% | +0.2% |
| 30D | -8.5% | +11.3% | -19.9% | -13.6% |
| 3M | +5.3% | +2.9% | +2.4% | +3.3% |
| 6M | -0.1% | +9.8% | -9.8% | -5.8% |
| YTD | +21.2% | +28.5% | -7.3% | +4.0% |
| 1Y | +27.0% | +33.5% | -6.5% | +6.5% |
| 3Y | +87.2% | +31.9% | +55.3% | +54.3% |
| 5Y | +77.9% | +25.5% | +52.4% | +47.0% |
| All | +204.7% | +123.9% | +80.7% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling