+172.6%
V vs CTVA
+125.4%
+47.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -24.5% | +23.9% | +6.7% |
| 7D | -0.4% | -23.7% | +23.3% | +6.6% |
| 30D | +6.3% | -31.2% | +37.5% | +17.4% |
| 3M | +17.2% | -18.7% | +35.9% | +21.6% |
| 6M | +29.2% | -25.5% | +54.7% | +37.3% |
| YTD | +20.8% | -8.0% | +28.8% | +18.6% |
| 1Y | +25.0% | -7.0% | +32.0% | +22.3% |
| 3Y | +75.3% | +45.2% | +30.1% | +41.6% |
| 5Y | +105.8% | +32.3% | +73.6% | +68.7% |
| All | +172.6% | +125.4% | +47.2% | +62.9% |
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