+78.2%
U vs CTVA
+45.6%
+32.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -24.3% | +25.4% | +8.4% |
| 7D | +2.8% | -23.7% | +26.5% | +9.9% |
| 30D | +7.6% | -31.2% | +38.8% | +19.3% |
| 3M | +12.7% | -18.7% | +31.4% | +14.4% |
| 6M | +87.0% | -25.5% | +112.5% | +95.5% |
| YTD | +13.6% | -8.0% | +21.6% | +4.0% |
| 1Y | +25.3% | -7.0% | +32.3% | +13.7% |
| All | +78.2% | +45.6% | +32.6% | +35.2% |
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 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