+247.9%
SOXX vs CTVA
+102.9%
+144.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.4% | -4.5% | +5.9% | +2.8% |
| 30D | -3.6% | +11.3% | -14.9% | -7.1% |
| 3M | -10.2% | +12.3% | -22.5% | -14.8% |
| 6M | +54.2% | +7.2% | +47.1% | +48.6% |
| YTD | +75.2% | +26.0% | +49.2% | +58.8% |
| 1Y | +107.5% | +16.0% | +91.5% | +93.0% |
| 3Y | +226.8% | +73.9% | +152.9% | +158.4% |
| All | +247.9% | +102.9% | +144.9% | +151.9% |
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 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