-68.3%
U vs CTVA
+103.5%
-171.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | +4.4% | -5.8% | +10.2% | +7.6% |
| 30D | -1.3% | +11.1% | -12.4% | -7.0% |
| 3M | +49.6% | +13.2% | +36.4% | +37.3% |
| 6M | +100.2% | +8.7% | +91.5% | +86.8% |
| YTD | -3.7% | +27.3% | -31.0% | -18.7% |
| 1Y | -6.5% | +18.0% | -24.5% | -17.9% |
| 3Y | +12.9% | +76.5% | -63.6% | -22.4% |
| 5Y | -68.3% | +105.1% | -173.4% | -80.0% |
| All | -68.3% | +103.5% | -171.8% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling