+123.4%
VRT vs CTVA
+22.4%
+101.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.2% |
| 7D | +9.1% | +4.9% | +4.2% | +9.7% |
| 30D | +0.9% | +11.9% | -11.0% | +2.2% |
| 3M | -13.4% | +13.7% | -27.0% | -15.2% |
| 6M | +11.7% | +13.1% | -1.5% | +9.9% |
| YTD | +73.2% | +32.0% | +41.3% | +76.3% |
| 1Y | +123.4% | +22.1% | +101.3% | +117.1% |
| All | +123.4% | +22.4% | +101.0% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling