+226.8%
SOXX vs CTVA
+74.2%
+152.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.4% | -4.5% | +5.9% | +2.5% |
| 30D | -3.6% | +11.3% | -14.9% | -6.3% |
| 3M | -10.2% | +12.3% | -22.5% | -14.0% |
| 6M | +54.2% | +7.2% | +47.1% | +49.4% |
| YTD | +75.2% | +26.0% | +49.2% | +61.3% |
| 1Y | +107.5% | +16.0% | +91.5% | +95.4% |
| 3Y | +226.8% | +73.9% | +152.9% | +176.7% |
| All | +226.8% | +74.2% | +152.5% | +176.7% |
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