+643.2%
GEV vs CTVA
+55.7%
+587.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.8% |
| 7D | +8.1% | -2.1% | +10.2% | +8.7% |
| 30D | -1.9% | +12.0% | -14.0% | -5.6% |
| 3M | +4.1% | +13.5% | -9.4% | -2.1% |
| 6M | +23.2% | +12.1% | +11.1% | +16.3% |
| YTD | +48.9% | +29.0% | +19.9% | +32.8% |
| 1Y | +62.2% | +18.9% | +43.3% | +49.4% |
| All | +643.2% | +55.7% | +587.5% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling