+257.1%
MAR vs CTVA
+131.3%
+125.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | +1.6% | -20.8% | +22.4% | +8.8% |
| 30D | +13.8% | -29.6% | +43.4% | +27.3% |
| 3M | +20.3% | -16.9% | +37.2% | +24.3% |
| 6M | +21.3% | -24.3% | +45.6% | +29.5% |
| YTD | +37.2% | -5.6% | +42.8% | +32.6% |
| 1Y | +48.4% | -4.2% | +52.6% | +42.5% |
| 3Y | +120.1% | +43.3% | +76.8% | +72.1% |
| 5Y | +182.1% | +35.7% | +146.4% | +120.5% |
| All | +257.1% | +131.3% | +125.8% | +105.7% |
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