+142.7%
TOST vs CTVA
+45.6%
+97.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -24.3% | +22.6% | +5.4% |
| 7D | -4.7% | -23.7% | +19.0% | +1.9% |
| 30D | +8.5% | -31.2% | +39.7% | +19.9% |
| 3M | -1.6% | -18.7% | +17.1% | +1.2% |
| 6M | +44.1% | -25.5% | +69.6% | +52.1% |
| YTD | -5.6% | -8.0% | +2.4% | -12.0% |
| 1Y | -12.6% | -7.0% | -5.6% | -18.9% |
| All | +142.7% | +45.6% | +97.1% | +83.3% |
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