+3.7%
U vs CTVA
+22.4%
-18.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -3.8% | +4.9% | -8.8% | -4.5% |
| 30D | +17.5% | +11.9% | +5.5% | +15.5% |
| 3M | +38.7% | +13.7% | +25.1% | +35.0% |
| 6M | +104.4% | +13.1% | +91.3% | +97.9% |
| YTD | -5.7% | +32.0% | -37.6% | -13.8% |
| 1Y | +3.7% | +22.1% | -18.4% | -5.4% |
| All | +3.7% | +22.4% | -18.7% | -5.4% |
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