+24.6%
O vs CTVA
+210.9%
-186.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.5% | -4.7% | +1.1% | -2.0% |
| 30D | -3.3% | +11.1% | -14.4% | -6.7% |
| 3M | -2.8% | +13.7% | -16.6% | -7.4% |
| 6M | -5.8% | +11.2% | -17.0% | -9.7% |
| YTD | +9.4% | +26.9% | -17.5% | +0.1% |
| 1Y | +5.7% | +18.8% | -13.1% | -1.6% |
| 3Y | +27.2% | +75.9% | -48.7% | +0.6% |
| 5Y | +17.2% | +105.2% | -88.0% | -16.0% |
| All | +24.6% | +210.9% | -186.3% | -34.0% |
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