+835.8%
TER vs CTVA
+208.7%
+627.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +6.4% | -4.5% | +10.9% | +8.3% |
| 30D | -5.7% | +11.3% | -17.0% | -10.3% |
| 3M | -0.4% | +12.3% | -12.7% | -6.7% |
| 6M | +25.8% | +7.2% | +18.7% | +20.1% |
| YTD | +96.4% | +26.0% | +70.4% | +74.8% |
| 1Y | +229.2% | +16.0% | +213.2% | +201.2% |
| 3Y | +288.1% | +73.9% | +214.2% | +189.5% |
| 5Y | +219.9% | +103.8% | +116.2% | +117.3% |
| All | +835.8% | +208.7% | +627.0% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling