+113.9%
SOXX vs CTVA
+22.4%
+91.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | +2.2% | +4.9% | -2.7% | +2.2% |
| 30D | -2.0% | +11.9% | -14.0% | -2.1% |
| 3M | -13.7% | +13.7% | -27.4% | -15.1% |
| 6M | +52.4% | +13.1% | +39.2% | +49.9% |
| YTD | +72.8% | +32.0% | +40.9% | +68.9% |
| 1Y | +113.9% | +22.1% | +91.8% | +107.3% |
| All | +113.9% | +22.4% | +91.5% | +107.3% |
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 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