+130.7%
FIX vs CTVA
+20.1%
+110.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.2% |
| 7D | +6.1% | -2.1% | +8.1% | +5.9% |
| 30D | -2.7% | +12.0% | -14.7% | -2.0% |
| 3M | -10.9% | +13.5% | -24.4% | -12.6% |
| 6M | +29.0% | +12.1% | +16.9% | +26.9% |
| YTD | +76.9% | +29.0% | +47.9% | +74.8% |
| 1Y | +130.7% | +18.9% | +111.9% | +123.7% |
| All | +130.7% | +20.1% | +110.7% | +123.7% |
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