+199.4%
CTVA vs CP
+119.5%
+79.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +2.2% | +2.8% | -0.5% | +0.8% |
| 30D | -17.6% | +10.2% | -27.9% | -21.8% |
| 3M | +3.4% | +2.4% | +1.1% | +1.7% |
| 6M | -2.6% | +7.7% | -10.2% | -7.2% |
| YTD | +19.1% | +26.0% | -6.9% | +3.2% |
| 1Y | +26.8% | +34.6% | -7.9% | +5.7% |
| 3Y | +63.9% | +26.7% | +37.2% | +38.2% |
| 5Y | +75.7% | +24.9% | +50.8% | +45.3% |
| All | +199.4% | +119.5% | +79.9% | +60.3% |
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 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