+6.0%
LOW vs CTVA
+102.0%
-96.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.6% | -4.7% | +2.0% | -1.4% |
| 30D | -11.1% | +11.1% | -22.2% | -13.7% |
| 3M | -8.5% | +13.7% | -22.2% | -12.1% |
| 6M | -20.8% | +11.2% | -32.1% | -23.7% |
| YTD | -17.2% | +26.9% | -44.1% | -23.3% |
| 1Y | -24.7% | +18.8% | -43.5% | -29.2% |
| 3Y | -9.7% | +75.9% | -85.7% | -24.9% |
| 5Y | +6.0% | +105.2% | -99.2% | -16.4% |
| All | +6.0% | +102.0% | -96.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling