+57.9%
SO vs CTVA
+103.5%
-45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | 0.0% | -5.8% | +5.8% | +0.9% |
| 30D | -2.5% | +11.1% | -13.5% | -4.1% |
| 3M | -4.2% | +13.2% | -17.4% | -6.3% |
| 6M | -7.7% | +8.7% | -16.4% | -9.1% |
| YTD | +3.8% | +27.3% | -23.5% | -0.3% |
| 1Y | +0.1% | +18.0% | -17.9% | -3.0% |
| 3Y | +44.2% | +76.5% | -32.3% | +29.2% |
| 5Y | +57.9% | +105.1% | -47.2% | +39.3% |
| All | +57.9% | +103.5% | -45.6% | +39.3% |
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