+64.2%
T vs CTVA
+103.5%
-39.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | -3.1% | -5.8% | +2.7% | -2.0% |
| 30D | +4.6% | +11.1% | -6.5% | +2.5% |
| 3M | +12.2% | +13.2% | -1.0% | +9.2% |
| 6M | -6.5% | +8.7% | -15.2% | -8.4% |
| YTD | +4.9% | +27.3% | -22.4% | -0.8% |
| 1Y | -10.5% | +18.0% | -28.5% | -14.1% |
| 3Y | +104.6% | +76.5% | +28.1% | +75.9% |
| 5Y | +64.2% | +105.1% | -40.9% | +33.9% |
| All | +64.2% | +103.5% | -39.3% | +33.9% |
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