+46.4%
TEAM vs CTVA
+223.3%
-176.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.4% |
| 7D | -0.4% | +4.9% | -5.4% | -1.9% |
| 30D | +67.3% | +11.9% | +55.4% | +61.9% |
| 3M | +86.8% | +13.7% | +73.1% | +78.6% |
| 6M | +146.8% | +13.1% | +133.7% | +134.6% |
| YTD | +16.9% | +32.0% | -15.0% | +5.4% |
| 1Y | +12.8% | +22.1% | -9.3% | +4.1% |
| 3Y | -7.3% | +77.5% | -84.8% | -24.3% |
| 5Y | -50.7% | +106.3% | -157.0% | -60.5% |
| All | +46.4% | +223.3% | -176.9% | +1.2% |
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 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