-71.0%
SMR vs CTVA
+19.0%
-90.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +4.7% | -4.7% | +9.4% | +4.9% |
| 30D | +3.2% | +11.1% | -7.9% | +2.3% |
| 3M | +9.9% | +13.7% | -3.8% | +5.0% |
| 6M | -15.1% | +11.2% | -26.3% | -20.5% |
| YTD | -27.9% | +26.9% | -54.8% | -34.9% |
| All | -71.0% | +19.0% | -90.0% | -73.3% |
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 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