+0.1%
SO vs CTVA
+17.0%
-16.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | 0.0% | -5.8% | +5.8% | +0.7% |
| 30D | -2.5% | +11.1% | -13.5% | -3.8% |
| 3M | -4.2% | +13.2% | -17.4% | -6.0% |
| 6M | -7.7% | +8.7% | -16.4% | -8.8% |
| YTD | +3.8% | +27.3% | -23.5% | +1.3% |
| 1Y | +0.1% | +18.0% | -17.9% | -1.7% |
| All | +0.1% | +17.0% | -16.9% | -1.7% |
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 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