+105.2%
CTVA vs IT
-46.1%
+151.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -4.7% | -12.7% | +8.0% | -2.6% |
| 30D | +11.1% | -8.9% | +20.0% | +12.5% |
| 3M | +13.7% | +10.1% | +3.6% | +11.0% |
| 6M | +11.2% | +7.3% | +3.9% | +8.3% |
| YTD | +26.9% | -32.4% | +59.3% | +35.0% |
| 1Y | +18.8% | -26.6% | +45.5% | +23.7% |
| 3Y | +75.9% | -51.8% | +127.8% | +99.2% |
| 5Y | +105.2% | -45.6% | +150.8% | +114.9% |
| All | +105.2% | -46.1% | +151.3% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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