-25.8%
TE vs CTVA
+33.4%
-59.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -3.1% |
| 7D | +3.8% | +8.2% | -4.4% | +4.9% |
| 30D | -26.2% | -1.0% | -25.2% | -25.3% |
| 3M | -49.7% | +4.6% | -54.3% | -48.8% |
| 6M | -46.5% | +0.5% | -46.9% | -46.9% |
| YTD | -59.1% | +22.7% | -81.9% | -66.9% |
| 1Y | -25.8% | +32.0% | -57.8% | -49.9% |
| All | -25.8% | +33.4% | -59.3% | -49.9% |
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 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