-14.4%
SMR vs CTVA
+68.8%
-83.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.2% |
| 7D | -11.2% | -4.5% | -6.7% | -8.6% |
| 30D | -10.2% | +11.3% | -21.5% | -17.0% |
| 3M | -10.0% | +12.3% | -22.3% | -19.9% |
| 6M | -30.5% | +7.2% | -37.6% | -36.6% |
| YTD | -39.2% | +26.0% | -65.2% | -51.2% |
| 1Y | -75.5% | +16.0% | -91.6% | -79.3% |
| 3Y | +45.4% | +73.9% | -28.5% | -9.2% |
| All | -14.4% | +68.8% | -83.2% | -43.2% |
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