+3.7%
F vs CTVA
+33.4%
-29.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.3% |
| 7D | +6.0% | +8.2% | -2.2% | +4.4% |
| 30D | +4.3% | -1.0% | +5.3% | +3.8% |
| 3M | -10.1% | +4.6% | -14.6% | -11.7% |
| 6M | +12.8% | +0.5% | +12.3% | +10.7% |
| YTD | -0.1% | +22.7% | -22.8% | -13.5% |
| 1Y | +3.7% | +32.0% | -28.3% | -15.3% |
| All | +3.7% | +33.4% | -29.8% | -15.3% |
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