-1.4%
TEAM vs CTVA
-4.9%
+3.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.2% |
| 7D | -2.4% | -20.8% | +18.4% | -4.6% |
| 30D | -26.7% | -29.6% | +2.9% | -30.0% |
| 3M | -9.6% | -16.9% | +7.3% | -10.0% |
| 6M | +86.0% | -24.3% | +110.3% | +81.6% |
| YTD | -7.5% | -5.6% | -1.9% | -11.9% |
| 1Y | -1.4% | -4.2% | +2.8% | -6.8% |
| All | -1.4% | -4.9% | +3.5% | -6.8% |
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