+11.9%
U vs CTVA
+76.0%
-64.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +4.4% | -5.8% | +10.2% | +7.2% |
| 30D | -1.3% | +11.1% | -12.4% | -6.5% |
| 3M | +49.6% | +13.2% | +36.4% | +38.0% |
| 6M | +100.2% | +8.7% | +91.5% | +87.6% |
| YTD | -3.7% | +27.3% | -31.0% | -18.2% |
| 1Y | -6.5% | +18.0% | -24.5% | -17.5% |
| All | +11.9% | +76.0% | -64.1% | -18.6% |
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