+34.3%
TRV vs CTVA
+22.4%
+11.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -0.1% | +4.9% | -5.1% | -0.8% |
| 30D | -3.4% | +11.9% | -15.3% | -4.9% |
| 3M | +26.4% | +13.7% | +12.7% | +24.2% |
| 6M | +19.3% | +13.1% | +6.2% | +17.0% |
| YTD | +28.3% | +32.0% | -3.6% | +21.8% |
| 1Y | +34.3% | +22.1% | +12.2% | +28.7% |
| All | +34.3% | +22.4% | +11.9% | +28.7% |
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