+321.8%
SPOT vs CTVA
+208.7%
+113.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.1% | -4.5% | +1.4% | -2.1% |
| 30D | +7.4% | +11.3% | -3.9% | +4.9% |
| 3M | +8.2% | +12.3% | -4.1% | +5.3% |
| 6M | +2.2% | +7.2% | -5.0% | +0.3% |
| YTD | -9.5% | +26.0% | -35.5% | -14.4% |
| 1Y | -23.8% | +16.0% | -39.9% | -26.9% |
| 3Y | +233.5% | +73.9% | +159.6% | +187.5% |
| 5Y | +112.2% | +103.8% | +8.4% | +76.9% |
| All | +321.8% | +208.7% | +113.1% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling