+52.5%
SOXX vs CTVA
+33.4%
+19.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.0% |
| 7D | -13.7% | +8.2% | -21.9% | -13.4% |
| 30D | -23.6% | -1.0% | -22.5% | -23.2% |
| 3M | -16.9% | +4.6% | -21.4% | -16.9% |
| 6M | -2.4% | +0.5% | -2.9% | -3.9% |
| YTD | +49.8% | +22.7% | +27.1% | +37.4% |
| 1Y | +52.5% | +32.0% | +20.6% | +33.9% |
| All | +52.5% | +33.4% | +19.1% | +33.9% |
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