+77.9%
VUG vs CTVA
+49.4%
+28.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +2.5% | -20.8% | +23.3% | +4.5% |
| 30D | -6.3% | -29.6% | +23.4% | -3.0% |
| 3M | -6.0% | -16.9% | +10.9% | -5.3% |
| 6M | -3.5% | -24.3% | +20.7% | -1.9% |
| YTD | +3.9% | -5.6% | +9.5% | +0.7% |
| 1Y | +5.1% | -4.2% | +9.3% | +1.5% |
| 3Y | +77.9% | +43.3% | +34.6% | +60.1% |
| All | +77.9% | +49.4% | +28.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling