+78.9%
CTVA vs S
+13.8%
+65.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.1% |
| 7D | -2.1% | -5.8% | +3.7% | -1.7% |
| 30D | +12.0% | -9.2% | +21.2% | +12.5% |
| 3M | +13.5% | +23.4% | -9.9% | +11.0% |
| 6M | +12.1% | +36.9% | -24.8% | +8.3% |
| YTD | +29.0% | +29.5% | -0.5% | +25.0% |
| 1Y | +18.9% | +5.4% | +13.4% | +17.4% |
| 3Y | +78.9% | +14.7% | +64.2% | +70.3% |
| All | +78.9% | +13.8% | +65.1% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling