+32.0%
CTVA vs S
+36.5%
-4.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.3% |
| 7D | +8.2% | -8.2% | +16.4% | +7.7% |
| 30D | -1.0% | -7.6% | +6.6% | -1.2% |
| 3M | +4.6% | +12.0% | -7.4% | +5.3% |
| 6M | +0.5% | +50.6% | -50.1% | +1.6% |
| YTD | +22.7% | +56.6% | -33.9% | +24.0% |
| 1Y | +32.0% | +39.2% | -7.3% | +34.7% |
| All | +32.0% | +36.5% | -4.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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