+218.9%
CTVA vs VO
+124.2%
+94.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -4.7% | -2.5% | -2.2% | -2.5% |
| 30D | +11.1% | -3.2% | +14.3% | +14.2% |
| 3M | +13.7% | +3.9% | +9.8% | +9.6% |
| 6M | +11.2% | +9.6% | +1.6% | +1.9% |
| YTD | +26.9% | +11.6% | +15.3% | +14.4% |
| 1Y | +18.8% | +12.6% | +6.2% | +6.2% |
| 3Y | +75.9% | +55.4% | +20.6% | +17.3% |
| 5Y | +105.2% | +41.8% | +63.4% | +46.2% |
| All | +218.9% | +124.2% | +94.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling