+105.2%
CTVA vs TPR
+230.0%
-124.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.6% |
| 7D | -2.1% | -3.4% | +1.3% | -1.5% |
| 30D | +12.0% | -27.3% | +39.3% | +18.1% |
| 3M | +13.5% | -16.2% | +29.7% | +16.3% |
| 6M | +12.1% | -17.9% | +30.0% | +14.8% |
| YTD | +29.0% | -7.1% | +36.1% | +28.4% |
| 1Y | +18.9% | +13.6% | +5.2% | +13.0% |
| 3Y | +78.9% | +293.7% | -214.9% | +24.8% |
| 5Y | +105.2% | +239.1% | -133.9% | +43.6% |
| All | +105.2% | +230.0% | -124.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling