+95.7%
QQQ vs CTVA
+102.9%
-7.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | -1.2% | +11.3% | -12.5% | -3.7% |
| 3M | -0.2% | +12.3% | -12.5% | -3.7% |
| 6M | +17.9% | +7.2% | +10.7% | +14.9% |
| YTD | +16.6% | +26.0% | -9.4% | +8.8% |
| 1Y | +23.0% | +16.0% | +7.0% | +16.9% |
| 3Y | +92.9% | +73.9% | +19.0% | +62.4% |
| All | +95.7% | +102.9% | -7.2% | +53.9% |
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