+233.5%
SPOT vs CTVA
+74.2%
+159.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.1% | -4.5% | +1.4% | -2.4% |
| 30D | +7.4% | +11.3% | -3.9% | +5.8% |
| 3M | +8.2% | +12.3% | -4.1% | +6.6% |
| 6M | +2.2% | +7.2% | -5.0% | +1.2% |
| YTD | -9.5% | +26.0% | -35.5% | -12.3% |
| 1Y | -23.8% | +16.0% | -39.9% | -25.4% |
| 3Y | +233.5% | +73.9% | +159.6% | +213.7% |
| All | +233.5% | +74.2% | +159.2% | +213.7% |
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