+277.2%
TER vs CTVA
+78.5%
+198.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.8% |
| 7D | +11.0% | -2.1% | +13.0% | +11.5% |
| 30D | -1.9% | +12.0% | -13.9% | -5.2% |
| 3M | -0.7% | +13.5% | -14.1% | -5.7% |
| 6M | +36.4% | +12.1% | +24.3% | +29.7% |
| YTD | +92.4% | +29.0% | +63.4% | +75.4% |
| 1Y | +213.5% | +18.9% | +194.7% | +191.9% |
| 3Y | +277.2% | +78.9% | +198.4% | +214.1% |
| All | +277.2% | +78.5% | +198.7% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling