+32.0%
CTVA vs RF
+25.4%
+6.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.0% |
| 7D | +8.2% | +2.3% | +6.0% | +8.0% |
| 30D | -1.0% | +7.2% | -8.3% | -1.7% |
| 3M | +4.6% | -8.2% | +12.8% | +5.8% |
| 6M | +0.5% | +7.0% | -6.6% | 0.0% |
| YTD | +22.7% | +10.3% | +12.4% | +19.6% |
| 1Y | +32.0% | +25.1% | +6.9% | +21.0% |
| All | +32.0% | +25.4% | +6.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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