-25.5%
CTVA vs SM
+7.4%
-32.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +5.2% | -29.5% | -23.8% |
| 7D | -23.7% | +10.6% | -34.3% | -23.1% |
| 30D | -31.2% | -15.0% | -16.2% | -31.0% |
| 3M | -18.7% | +1.7% | -20.4% | -18.2% |
| 6M | -25.5% | +5.9% | -31.4% | -25.3% |
| All | -25.5% | +7.4% | -32.9% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling