-6.4%
T vs CTVA
+33.4%
-39.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.7% |
| 7D | +5.5% | +8.2% | -2.7% | +4.6% |
| 30D | -8.9% | -1.0% | -7.9% | -8.5% |
| 3M | -5.6% | +4.6% | -10.1% | -5.2% |
| 6M | -14.3% | +0.5% | -14.8% | -13.7% |
| YTD | -7.9% | +22.7% | -30.6% | -10.5% |
| 1Y | -6.4% | +32.0% | -38.4% | -11.2% |
| All | -6.4% | +33.4% | -39.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling