+321.5%
QQQ vs CTVA
+216.1%
+105.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | +1.5% | -2.1% | +3.6% | +2.1% |
| 30D | -0.6% | +12.0% | -12.7% | -3.9% |
| 3M | +0.4% | +13.5% | -13.0% | -3.9% |
| 6M | +20.1% | +12.1% | +7.9% | +15.0% |
| YTD | +17.2% | +29.0% | -11.8% | +7.5% |
| 1Y | +24.7% | +18.9% | +5.8% | +16.8% |
| 3Y | +96.2% | +78.9% | +17.3% | +59.1% |
| 5Y | +94.4% | +105.2% | -10.9% | +48.3% |
| All | +321.5% | +216.1% | +105.5% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling