+110.6%
SPOT vs CTVA
+102.0%
+8.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.9% | -4.7% | -2.2% | -5.7% |
| 30D | +4.1% | +11.1% | -6.9% | +1.5% |
| 3M | +3.7% | +13.7% | -10.0% | +0.3% |
| 6M | -1.6% | +11.2% | -12.8% | -4.6% |
| YTD | -10.2% | +26.9% | -37.0% | -15.8% |
| 1Y | -25.9% | +18.8% | -44.7% | -29.6% |
| 3Y | +235.6% | +75.9% | +159.6% | +182.2% |
| 5Y | +110.6% | +105.2% | +5.4% | +68.7% |
| All | +110.6% | +102.0% | +8.6% | +68.7% |
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 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