+25.3%
F vs CTVA
+20.1%
+5.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.9% |
| 7D | +1.2% | -2.1% | +3.2% | +1.5% |
| 30D | +1.2% | +12.0% | -10.8% | -0.5% |
| 3M | -5.7% | +13.5% | -19.1% | -7.5% |
| 6M | +17.9% | +12.1% | +5.8% | +15.3% |
| YTD | +10.4% | +29.0% | -18.6% | +5.9% |
| 1Y | +25.3% | +18.9% | +6.5% | +19.1% |
| All | +25.3% | +20.1% | +5.3% | +19.1% |
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