+78.9%
CTVA vs SM
-2.8%
+81.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -2.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +12.0% | +31.5% | -19.5% | +7.5% |
| 3M | +13.5% | +17.3% | -3.9% | +10.3% |
| 6M | +12.1% | +48.5% | -36.4% | +4.0% |
| YTD | +29.0% | +106.3% | -77.2% | +12.6% |
| 1Y | +18.9% | +47.3% | -28.4% | +9.6% |
| 3Y | +78.9% | -1.4% | +80.3% | +70.6% |
| All | +78.9% | -2.8% | +81.6% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling