+57.7%
GEV vs CTVA
+22.4%
+35.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.3% | +4.9% | -1.7% | +3.0% |
| 30D | -7.5% | +11.9% | -19.4% | -8.1% |
| 3M | -2.2% | +13.7% | -15.8% | -5.0% |
| 6M | +12.1% | +13.1% | -1.0% | +9.1% |
| YTD | +44.4% | +32.0% | +12.4% | +39.9% |
| 1Y | +57.7% | +22.1% | +35.6% | +52.7% |
| All | +57.7% | +22.4% | +35.2% | +52.7% |
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