-48.8%
SE vs CTVA
+33.4%
-82.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +4.7% |
| 7D | +6.7% | +8.2% | -1.5% | +7.3% |
| 30D | -17.2% | -1.0% | -16.2% | -17.2% |
| 3M | -28.0% | +4.6% | -32.6% | -27.7% |
| 6M | -6.1% | +0.5% | -6.6% | -6.4% |
| YTD | -37.1% | +22.7% | -59.9% | -40.5% |
| 1Y | -48.8% | +32.0% | -80.7% | -52.6% |
| All | -48.8% | +33.4% | -82.2% | -52.6% |
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 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