+4.0%
SO vs CTVA
-5.7%
+9.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -24.3% | +22.8% | +1.3% |
| 7D | -0.9% | -23.7% | +22.7% | +1.7% |
| 30D | +4.9% | -31.2% | +36.2% | +9.2% |
| 3M | +0.8% | -18.7% | +19.5% | +1.6% |
| 6M | +0.6% | -25.5% | +26.1% | +2.4% |
| YTD | +8.7% | -8.0% | +16.7% | +3.5% |
| 1Y | +4.0% | -7.0% | +11.0% | -1.4% |
| All | +4.0% | -5.7% | +9.7% | -1.4% |
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