+5.7%
O vs CTVA
+18.2%
-12.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.5% | -4.7% | +1.1% | -3.0% |
| 30D | -3.3% | +11.1% | -14.4% | -4.5% |
| 3M | -2.8% | +13.7% | -16.6% | -4.3% |
| 6M | -5.8% | +11.2% | -17.0% | -7.0% |
| YTD | +9.4% | +26.9% | -17.5% | +6.6% |
| 1Y | +5.7% | +18.8% | -13.1% | +3.0% |
| All | +5.7% | +18.2% | -12.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling