+327.1%
NET vs CTVA
+76.0%
+251.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -7.0% | +4.9% | -11.9% | -8.2% |
| 30D | -4.8% | +11.9% | -16.7% | -7.6% |
| 3M | +3.8% | +13.7% | -9.8% | -0.3% |
| 6M | +50.0% | +13.1% | +36.9% | +43.2% |
| YTD | +41.5% | +32.0% | +9.5% | +27.8% |
| 1Y | +32.8% | +22.1% | +10.8% | +22.9% |
| All | +327.1% | +76.0% | +251.0% | +252.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling