-18.7%
CTVA vs SM
+1.7%
-20.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +5.2% | -29.5% | -23.4% |
| 7D | -23.7% | +10.6% | -34.3% | -22.6% |
| 30D | -31.2% | -15.0% | -16.2% | -30.6% |
| 3M | -18.7% | +1.7% | -20.4% | -16.4% |
| All | -18.7% | +1.7% | -20.4% | -16.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling