+188.8%
TRV vs CTVA
+211.9%
-23.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | +0.2% | -5.8% | +6.0% | +2.2% |
| 30D | -2.3% | +11.1% | -13.4% | -5.9% |
| 3M | +22.7% | +13.2% | +9.5% | +16.9% |
| 6M | +21.9% | +8.7% | +13.2% | +17.4% |
| YTD | +27.5% | +27.3% | +0.2% | +15.8% |
| 1Y | +36.2% | +18.0% | +18.2% | +26.7% |
| 3Y | +140.6% | +76.5% | +64.1% | +88.0% |
| 5Y | +154.5% | +105.1% | +49.4% | +81.9% |
| All | +188.8% | +211.9% | -23.1% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling