+75.8%
T vs CTVA
+208.7%
-132.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +1.5% | -4.5% | +6.0% | +2.6% |
| 30D | +7.5% | +11.3% | -3.9% | +4.6% |
| 3M | +14.8% | +12.3% | +2.5% | +11.0% |
| 6M | -1.7% | +7.2% | -8.9% | -4.0% |
| YTD | +8.7% | +26.0% | -17.3% | +1.5% |
| 1Y | -7.5% | +16.0% | -23.5% | -11.9% |
| 3Y | +110.2% | +73.9% | +36.3% | +75.5% |
| 5Y | +71.6% | +103.8% | -32.1% | +34.8% |
| All | +75.8% | +208.7% | -132.9% | +12.8% |
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