+54.2%
SO vs CTVA
+92.8%
-38.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.1% | +2.4% | -2.5% | -0.4% |
| 30D | +8.7% | -8.1% | +16.8% | +9.6% |
| 3M | +3.4% | +6.3% | -2.9% | +2.3% |
| 6M | +3.7% | +0.4% | +3.3% | +3.2% |
| YTD | +10.0% | +21.8% | -11.8% | +7.3% |
| 1Y | +6.6% | +24.9% | -18.3% | +3.7% |
| All | +54.2% | +92.8% | -38.6% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling