+15.3%
O vs CTVA
+103.5%
-88.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.3% | -5.8% | +3.5% | -1.1% |
| 30D | -2.4% | +11.1% | -13.5% | -4.5% |
| 3M | -0.6% | +13.2% | -13.8% | -3.3% |
| 6M | -5.0% | +8.7% | -13.7% | -6.9% |
| YTD | +10.4% | +27.3% | -16.9% | +4.7% |
| 1Y | +6.6% | +18.0% | -11.4% | +2.4% |
| 3Y | +28.4% | +76.5% | -48.1% | +11.8% |
| 5Y | +15.3% | +105.1% | -89.8% | -0.6% |
| All | +15.3% | +103.5% | -88.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling