-53.1%
TEAM vs CTVA
+103.5%
-156.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.2% |
| 7D | -4.7% | -5.8% | +1.1% | -2.5% |
| 30D | +17.0% | +11.1% | +6.0% | +12.3% |
| 3M | +85.9% | +13.2% | +72.7% | +74.6% |
| 6M | +116.7% | +8.7% | +107.9% | +104.7% |
| YTD | +9.6% | +27.3% | -17.7% | -4.6% |
| 1Y | -2.5% | +18.0% | -20.5% | -12.3% |
| 3Y | -14.0% | +76.5% | -90.5% | -37.3% |
| 5Y | -53.1% | +105.1% | -158.2% | -66.2% |
| All | -53.1% | +103.5% | -156.6% | -66.2% |
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