+18.0%
CTVA vs M
+30.1%
-12.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -1.2% |
| 7D | -5.8% | -4.1% | -1.7% | -5.7% |
| 30D | +11.1% | -13.6% | +24.7% | +11.6% |
| 3M | +13.2% | -2.3% | +15.5% | +13.1% |
| 6M | +8.7% | +21.9% | -13.2% | +7.4% |
| YTD | +27.3% | -0.6% | +27.9% | +28.3% |
| 1Y | +18.0% | +29.7% | -11.7% | +14.0% |
| All | +18.0% | +30.1% | -12.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling