+47.7%
XYZ vs CTVA
+80.9%
-33.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -1.0% | +4.9% | -5.9% | -3.1% |
| 30D | -1.7% | +11.9% | -13.6% | -6.5% |
| 3M | +16.7% | +13.7% | +3.1% | +8.9% |
| 6M | +26.9% | +13.1% | +13.7% | +17.7% |
| YTD | +27.1% | +32.0% | -4.8% | +9.1% |
| 1Y | +9.3% | +22.1% | -12.8% | -3.0% |
| All | +47.7% | +80.9% | -33.2% | +8.1% |
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