+145.0%
TRV vs CTVA
+74.2%
+70.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +1.9% | -4.5% | +6.4% | +2.7% |
| 30D | +1.7% | +11.3% | -9.6% | -0.2% |
| 3M | +23.9% | +12.3% | +11.6% | +21.1% |
| 6M | +26.3% | +7.2% | +19.1% | +24.2% |
| YTD | +30.8% | +26.0% | +4.8% | +24.6% |
| 1Y | +36.3% | +16.0% | +20.3% | +31.6% |
| 3Y | +145.0% | +73.9% | +71.1% | +125.7% |
| All | +145.0% | +74.2% | +70.8% | +125.7% |
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 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