+24.2%
O vs CTVA
+131.3%
-107.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.5% |
| 7D | -0.4% | -20.8% | +20.4% | +5.2% |
| 30D | +7.1% | -29.6% | +36.8% | +17.2% |
| 3M | -5.2% | -16.9% | +11.7% | -2.5% |
| 6M | -1.8% | -24.3% | +22.5% | +3.7% |
| YTD | +9.1% | -5.6% | +14.7% | +6.6% |
| 1Y | +9.7% | -4.2% | +13.8% | +6.6% |
| 3Y | +39.1% | +43.3% | -4.1% | +13.8% |
| 5Y | +8.4% | +35.7% | -27.4% | -12.4% |
| All | +24.2% | +131.3% | -107.1% | -29.8% |
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