+1,381.0%
NET vs CTVA
+196.4%
+1,184.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.5% |
| 7D | -16.4% | +8.2% | -24.6% | -18.5% |
| 30D | -25.8% | -1.0% | -24.8% | -26.3% |
| 3M | -11.5% | +4.6% | -16.1% | -14.4% |
| 6M | +18.9% | +0.5% | +18.4% | +15.6% |
| YTD | +35.2% | +22.7% | +12.5% | +21.4% |
| 1Y | +14.5% | +32.0% | -17.5% | -0.1% |
| 3Y | +313.8% | +68.0% | +245.9% | +223.1% |
| 5Y | +32.6% | +81.8% | -49.2% | +3.8% |
| All | +1,381.0% | +196.4% | +1,184.6% | +833.9% |
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