-40.9%
SE vs CTVA
+22.4%
-63.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -6.1% | +4.9% | -11.0% | -6.0% |
| 30D | -2.5% | +11.9% | -14.4% | -2.2% |
| 3M | +21.7% | +13.7% | +8.0% | +21.3% |
| 6M | +27.0% | +13.1% | +13.9% | +25.5% |
| YTD | -12.1% | +32.0% | -44.1% | -14.8% |
| 1Y | -40.9% | +22.1% | -63.0% | -43.0% |
| All | -40.9% | +22.4% | -63.3% | -43.0% |
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