+206.2%
CTVA vs M
+59.6%
+146.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.4% | +5.0% | -2.6% | +1.6% |
| 30D | -8.1% | +10.6% | -18.7% | -9.7% |
| 3M | +6.3% | +1.6% | +4.7% | +5.7% |
| 6M | +0.4% | +30.8% | -30.4% | -4.7% |
| YTD | +21.8% | +16.9% | +4.9% | +17.2% |
| 1Y | +24.9% | +26.3% | -1.4% | +18.3% |
| 3Y | +92.3% | +158.6% | -66.3% | +53.8% |
| 5Y | +78.9% | +2.1% | +76.8% | +61.0% |
| All | +206.2% | +59.6% | +146.6% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling