+165.6%
GM vs CTVA
+208.7%
-43.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.4% | -4.5% | +2.1% | -0.1% |
| 30D | -1.1% | +11.3% | -12.4% | -6.5% |
| 3M | +6.1% | +12.3% | -6.2% | -1.2% |
| 6M | +15.0% | +7.2% | +7.8% | +9.1% |
| YTD | +6.0% | +26.0% | -20.0% | -7.9% |
| 1Y | +47.1% | +16.0% | +31.1% | +32.4% |
| 3Y | +170.5% | +73.9% | +96.6% | +89.6% |
| 5Y | +80.5% | +103.8% | -23.3% | +13.2% |
| All | +165.6% | +208.7% | -43.1% | +20.6% |
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