+26.2%
MAR vs CTVA
+22.4%
+3.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -4.2% | +4.9% | -9.1% | -5.0% |
| 30D | -6.7% | +11.9% | -18.6% | -8.6% |
| 3M | -12.5% | +13.7% | -26.2% | -15.0% |
| 6M | +0.6% | +13.1% | -12.6% | -2.7% |
| YTD | +9.1% | +32.0% | -22.8% | +0.8% |
| 1Y | +26.2% | +22.1% | +4.1% | +16.0% |
| All | +26.2% | +22.4% | +3.8% | +16.0% |
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 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