-8.9%
TOST vs CTVA
+26.7%
-35.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +4.0% | +1.6% | +2.4% | +4.0% |
| 30D | +11.1% | -8.5% | +19.6% | +10.6% |
| 3M | +0.8% | +5.3% | -4.4% | +0.8% |
| 6M | +38.8% | -0.1% | +38.9% | +39.3% |
| YTD | -2.1% | +21.2% | -23.3% | -12.6% |
| All | -8.9% | +26.7% | -35.6% | -20.5% |
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