-17.4%
TOST vs CTVA
+22.4%
-39.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -3.4% | +4.9% | -8.4% | -4.0% |
| 30D | -2.4% | +11.9% | -14.4% | -3.8% |
| 3M | +34.6% | +13.7% | +20.9% | +32.4% |
| 6M | +15.2% | +13.1% | +2.1% | +11.6% |
| YTD | -4.4% | +32.0% | -36.3% | -14.9% |
| 1Y | -17.4% | +22.1% | -39.5% | -26.4% |
| All | -17.4% | +22.4% | -39.8% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling