+3.2%
EXC vs CTVA
+24.6%
-21.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +8.3% | -8.7% | +17.0% | +9.2% |
| 3M | +2.6% | +6.4% | -3.8% | +1.5% |
| 6M | +5.2% | -1.9% | +7.1% | +4.6% |
| YTD | +7.5% | +21.5% | -14.0% | +3.2% |
| 1Y | +3.2% | +24.3% | -21.1% | -1.6% |
| All | +3.2% | +24.6% | -21.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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