+182.4%
MAR vs CTVA
+208.7%
-26.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -0.5% | -4.5% | +4.0% | +1.3% |
| 30D | -5.4% | +11.3% | -16.7% | -9.7% |
| 3M | -15.5% | +12.3% | -27.8% | -20.1% |
| 6M | +3.0% | +7.2% | -4.2% | -1.1% |
| YTD | +8.5% | +26.0% | -17.5% | -3.0% |
| 1Y | +26.0% | +16.0% | +9.9% | +16.1% |
| 3Y | +68.6% | +73.9% | -5.3% | +26.7% |
| 5Y | +157.4% | +103.8% | +53.6% | +75.2% |
| All | +182.4% | +208.7% | -26.3% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling