+174.3%
V vs CTVA
+198.5%
-24.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | 0.0% |
| 30D | +9.9% | -8.1% | +18.0% | +12.8% |
| 3M | +17.5% | +6.3% | +11.2% | +14.1% |
| 6M | +33.5% | +0.4% | +33.0% | +31.2% |
| YTD | +21.6% | +21.8% | -0.3% | +11.2% |
| 1Y | +27.6% | +24.9% | +2.7% | +15.7% |
| 3Y | +76.4% | +92.3% | -15.9% | +32.7% |
| 5Y | +103.8% | +78.9% | +24.9% | +54.3% |
| All | +174.3% | +198.5% | -24.1% | +52.7% |
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