+12.5%
VUG vs CTVA
+18.2%
-5.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.9% | -4.7% | +2.8% | -2.0% |
| 30D | -1.6% | +11.1% | -12.6% | -1.3% |
| 3M | +4.4% | +13.7% | -9.3% | +3.8% |
| 6M | +13.2% | +11.2% | +2.0% | +12.3% |
| YTD | +7.5% | +26.9% | -19.4% | +5.9% |
| 1Y | +12.5% | +18.8% | -6.3% | +9.9% |
| All | +12.5% | +18.2% | -5.7% | +9.9% |
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 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