-65.4%
TEAM vs CTVA
+34.7%
-100.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | -2.4% | -20.8% | +18.4% | +3.3% |
| 30D | -26.7% | -29.6% | +2.9% | -19.3% |
| 3M | -9.6% | -16.9% | +7.3% | -7.7% |
| 6M | +86.0% | -24.3% | +110.3% | +94.7% |
| YTD | -7.5% | -5.6% | -1.9% | -14.6% |
| 1Y | -1.4% | -4.2% | +2.8% | -9.7% |
| 3Y | -14.3% | +43.3% | -57.6% | -37.9% |
| All | -65.4% | +34.7% | -100.1% | -76.4% |
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