-37.5%
U vs CTVA
+209.6%
-247.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.7% |
| 7D | +4.5% | -2.1% | +6.6% | +5.4% |
| 30D | -0.6% | +12.0% | -12.6% | -6.1% |
| 3M | +48.4% | +13.5% | +35.0% | +37.6% |
| 6M | +115.4% | +12.1% | +103.3% | +99.8% |
| YTD | -3.2% | +29.0% | -32.2% | -16.9% |
| 1Y | -6.0% | +18.9% | -24.9% | -16.3% |
| 3Y | +13.5% | +78.9% | -65.4% | -17.9% |
| 5Y | -68.0% | +105.2% | -173.2% | -77.1% |
| All | -37.5% | +209.6% | -247.0% | -58.6% |
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 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