+106.5%
T vs CTVA
+78.4%
+28.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.3% |
| 30D | +7.6% | +12.0% | -4.4% | +6.3% |
| 3M | +15.3% | +13.5% | +1.8% | +13.5% |
| 6M | -8.5% | +12.1% | -20.6% | -9.9% |
| YTD | +6.8% | +29.0% | -22.2% | +3.1% |
| 1Y | -7.2% | +18.9% | -26.1% | -9.5% |
| All | +106.5% | +78.4% | +28.2% | +92.5% |
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