-66.3%
SE vs CTVA
+103.5%
-169.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.6% |
| 7D | -3.6% | -5.8% | +2.2% | -1.4% |
| 30D | -5.3% | +11.1% | -16.4% | -9.3% |
| 3M | +28.1% | +13.2% | +14.9% | +20.1% |
| 6M | +20.7% | +8.7% | +11.9% | +14.4% |
| YTD | -14.8% | +27.3% | -42.1% | -25.1% |
| 1Y | -43.6% | +18.0% | -61.6% | -48.9% |
| 3Y | +184.2% | +76.5% | +107.7% | +105.0% |
| 5Y | -66.3% | +105.1% | -171.4% | -77.7% |
| All | -66.3% | +103.5% | -169.8% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling