+206.2%
CTVA vs GEN
+203.1%
+3.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.4% | +1.0% | +1.4% | +2.2% |
| 30D | -8.1% | +29.1% | -37.2% | -13.5% |
| 3M | +6.3% | +2.9% | +3.4% | +4.8% |
| 6M | +0.4% | +33.6% | -33.2% | -7.6% |
| YTD | +21.8% | +12.0% | +9.8% | +16.6% |
| 1Y | +24.9% | +16.2% | +8.7% | +18.3% |
| 3Y | +92.3% | +65.1% | +27.2% | +64.1% |
| 5Y | +78.9% | +33.3% | +45.6% | +57.0% |
| All | +206.2% | +203.1% | +3.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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