-48.5%
TE vs CTVA
+223.3%
-271.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +10.9% |
| 7D | +18.2% | -2.1% | +20.3% | +19.0% |
| 30D | -13.5% | +12.0% | -25.5% | -17.6% |
| 3M | -44.6% | +13.5% | -58.1% | -48.3% |
| 6M | -24.7% | +12.1% | -36.8% | -29.9% |
| YTD | -24.3% | +29.0% | -53.3% | -34.0% |
| 1Y | +155.6% | +18.9% | +136.7% | +129.7% |
| 3Y | -18.3% | +78.9% | -97.1% | -36.4% |
| 5Y | -41.3% | +105.2% | -146.5% | -53.6% |
| All | -48.5% | +223.3% | -271.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling