-7.0%
CTVA vs SM
+78.0%
-85.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +5.2% | -29.5% | -24.3% |
| 7D | -23.7% | +10.6% | -34.3% | -23.9% |
| 30D | -31.2% | -15.0% | -16.2% | -30.6% |
| 3M | -18.7% | +1.7% | -20.4% | -19.1% |
| 6M | -25.5% | +5.9% | -31.4% | -26.3% |
| YTD | -8.0% | +79.0% | -87.0% | -16.5% |
| 1Y | -7.0% | +84.7% | -91.7% | -16.1% |
| All | -7.0% | +78.0% | -85.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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