+53.7%
SLV vs CTVA
+18.2%
+35.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -5.0% | -4.7% | -0.4% | -3.9% |
| 30D | -1.8% | +11.1% | -12.9% | -4.7% |
| 3M | -0.3% | +13.7% | -14.0% | -5.7% |
| 6M | -28.2% | +11.2% | -39.4% | -32.2% |
| YTD | -10.7% | +26.9% | -37.6% | -16.1% |
| 1Y | +53.7% | +18.8% | +34.9% | +42.8% |
| All | +53.7% | +18.2% | +35.5% | +42.8% |
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