+52.4%
GEV vs CTVA
+33.4%
+18.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.2% | -12.5% | -9.3% |
| 7D | -5.1% | +8.2% | -13.4% | -5.4% |
| 30D | -15.8% | -1.0% | -14.8% | -16.0% |
| 3M | -18.2% | +4.6% | -22.8% | -18.7% |
| 6M | -22.4% | +0.5% | -22.8% | -24.4% |
| YTD | +27.7% | +22.7% | +5.0% | +28.4% |
| 1Y | +52.4% | +32.0% | +20.4% | +50.4% |
| All | +52.4% | +33.4% | +18.9% | +50.4% |
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