+148.6%
TE vs CTVA
+22.4%
+126.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.1% |
| 7D | -4.0% | +4.9% | -8.9% | -2.6% |
| 30D | -15.9% | +11.9% | -27.8% | -13.3% |
| 3M | -60.5% | +13.7% | -74.2% | -59.5% |
| 6M | -35.2% | +13.1% | -48.4% | -33.9% |
| YTD | -31.1% | +32.0% | -63.1% | -28.8% |
| 1Y | +148.6% | +22.1% | +126.6% | +147.1% |
| All | +148.6% | +22.4% | +126.2% | +147.1% |
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