+550.0%
TER vs CTVA
+125.4%
+424.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -24.3% | +23.5% | +8.0% |
| 7D | +24.0% | -23.7% | +47.6% | +34.5% |
| 30D | -30.6% | -31.2% | +0.6% | -21.9% |
| 3M | -34.5% | -18.7% | -15.8% | -32.2% |
| 6M | -26.4% | -25.5% | -0.9% | -21.7% |
| YTD | +36.4% | -8.0% | +44.4% | +32.1% |
| 1Y | +47.4% | -7.0% | +54.4% | +42.0% |
| 3Y | +202.6% | +45.2% | +157.4% | +131.5% |
| 5Y | +83.9% | +32.3% | +51.6% | +44.1% |
| All | +550.0% | +125.4% | +424.6% | +259.9% |
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