+259.1%
SE vs CTVA
+210.9%
+48.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -4.7% | -0.1% | -3.0% |
| 30D | -18.1% | +11.1% | -29.2% | -21.5% |
| 3M | +30.6% | +13.7% | +16.9% | +22.8% |
| 6M | +20.8% | +11.2% | +9.6% | +13.9% |
| YTD | -15.6% | +26.9% | -42.5% | -24.8% |
| 1Y | -44.2% | +18.8% | -63.0% | -49.2% |
| 3Y | +181.5% | +75.9% | +105.6% | +112.3% |
| 5Y | -66.9% | +105.2% | -172.1% | -76.4% |
| All | +259.1% | +210.9% | +48.2% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling