+32.8%
NET vs CTVA
+22.4%
+10.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.1% |
| 7D | -7.0% | +4.9% | -11.9% | -6.4% |
| 30D | -4.8% | +11.9% | -16.7% | -3.6% |
| 3M | +3.8% | +13.7% | -9.8% | +6.1% |
| 6M | +50.0% | +13.1% | +36.9% | +53.0% |
| YTD | +41.5% | +32.0% | +9.5% | +46.0% |
| 1Y | +32.8% | +22.1% | +10.8% | +35.6% |
| All | +32.8% | +22.4% | +10.4% | +35.6% |
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