+57.6%
T vs CTVA
+78.7%
-21.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -1.0% | +2.9% | +2.2% |
| 30D | -1.0% | -8.7% | +7.7% | +0.6% |
| 3M | -8.1% | +6.4% | -14.5% | -9.4% |
| 6M | -8.3% | -1.9% | -6.4% | -8.5% |
| YTD | -6.1% | +21.5% | -27.6% | -10.7% |
| 1Y | -7.4% | +24.3% | -31.7% | -12.3% |
| 3Y | +65.4% | +91.8% | -26.4% | +37.3% |
| 5Y | +57.6% | +78.4% | -20.8% | +29.6% |
| All | +57.6% | +78.7% | -21.1% | +29.6% |
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