-53.7%
SMR vs CTVA
+26.5%
-80.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.8% |
| 7D | -8.3% | -20.8% | +12.5% | +2.6% |
| 30D | -20.1% | -29.6% | +9.6% | -4.5% |
| 3M | -52.7% | -16.9% | -35.8% | -50.2% |
| 6M | -61.0% | -24.3% | -36.8% | -57.3% |
| YTD | -67.1% | -5.6% | -61.5% | -70.0% |
| 1Y | -79.9% | -4.2% | -75.7% | -81.8% |
| 3Y | +101.7% | +43.3% | +58.5% | +30.2% |
| All | -53.7% | +26.5% | -80.1% | -65.1% |
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 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