+92.5%
VRT vs CTVA
+18.5%
+73.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.7% |
| 7D | +2.4% | -5.8% | +8.2% | +1.8% |
| 30D | -2.7% | +11.1% | -13.7% | -1.9% |
| 3M | -9.2% | +13.2% | -22.4% | -12.4% |
| 6M | -0.5% | +8.7% | -9.2% | -2.8% |
| YTD | +62.3% | +27.3% | +35.1% | +63.0% |
| All | +92.5% | +18.5% | +73.9% | +85.0% |
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 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