+145.4%
LOW vs CTVA
+223.3%
-77.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | -1.7% | +4.9% | -6.7% | -3.6% |
| 30D | -7.0% | +11.9% | -19.0% | -10.9% |
| 3M | -0.9% | +13.7% | -14.5% | -6.1% |
| 6M | -20.1% | +13.1% | -33.2% | -24.4% |
| YTD | -13.9% | +32.0% | -45.9% | -23.3% |
| 1Y | -21.1% | +22.1% | -43.2% | -28.0% |
| 3Y | -6.6% | +77.5% | -84.1% | -27.8% |
| 5Y | +9.4% | +106.3% | -96.9% | -23.3% |
| All | +145.4% | +223.3% | -77.9% | +25.2% |
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