+32.0%
CTVA vs SW
+29.5%
+2.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.8% |
| 7D | +8.2% | +12.1% | -3.8% | +7.0% |
| 30D | -1.0% | +6.6% | -7.6% | -1.7% |
| 3M | +4.6% | -6.0% | +10.6% | +5.1% |
| 6M | +0.5% | +21.5% | -21.0% | -1.3% |
| YTD | +22.7% | +20.3% | +2.4% | +19.4% |
| 1Y | +32.0% | +28.1% | +3.8% | +28.0% |
| All | +32.0% | +29.5% | +2.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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