+196.3%
SE vs CTVA
+78.5%
+117.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.1% |
| 30D | -0.1% | +12.0% | -12.1% | -2.9% |
| 3M | +34.1% | +13.5% | +20.7% | +28.5% |
| 6M | +23.2% | +12.1% | +11.1% | +17.8% |
| YTD | -11.2% | +29.0% | -40.2% | -19.0% |
| 1Y | -40.5% | +18.9% | -59.4% | -44.4% |
| 3Y | +196.3% | +78.9% | +117.4% | +145.1% |
| All | +196.3% | +78.5% | +117.8% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling