+1,449.6%
NET vs CTVA
+218.7%
+1,230.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -7.0% | +4.9% | -11.9% | -8.7% |
| 30D | -4.8% | +11.9% | -16.7% | -8.7% |
| 3M | +3.8% | +13.7% | -9.8% | -1.5% |
| 6M | +50.0% | +13.1% | +36.9% | +41.5% |
| YTD | +41.5% | +32.0% | +9.5% | +25.7% |
| 1Y | +32.8% | +22.1% | +10.8% | +20.8% |
| 3Y | +335.9% | +77.5% | +258.4% | +239.1% |
| 5Y | +113.8% | +106.3% | +7.5% | +63.2% |
| All | +1,449.6% | +218.7% | +1,230.8% | +866.8% |
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