+779.9%
TER vs CTVA
+223.3%
+556.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.8% |
| 7D | +0.6% | +4.9% | -4.3% | -1.5% |
| 30D | -8.3% | +11.9% | -20.2% | -12.9% |
| 3M | -12.2% | +13.7% | -25.9% | -18.0% |
| 6M | +17.1% | +13.1% | +3.9% | +9.3% |
| YTD | +84.7% | +32.0% | +52.7% | +61.4% |
| 1Y | +199.9% | +22.1% | +177.9% | +168.8% |
| 3Y | +232.8% | +77.5% | +155.3% | +146.9% |
| 5Y | +198.6% | +106.3% | +92.3% | +102.3% |
| All | +779.9% | +223.3% | +556.6% | +339.6% |
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