+676.8%
AAPL vs CTVA
+208.7%
+468.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +3.8% | -4.5% | +8.4% | +5.3% |
| 30D | +9.9% | +11.3% | -1.4% | +6.4% |
| 3M | +12.5% | +12.3% | +0.2% | +8.6% |
| 6M | +27.6% | +7.2% | +20.5% | +24.6% |
| YTD | +22.6% | +26.0% | -3.5% | +13.8% |
| 1Y | +45.0% | +16.0% | +29.0% | +37.4% |
| 3Y | +87.8% | +73.9% | +13.9% | +54.4% |
| 5Y | +128.7% | +103.8% | +24.9% | +76.0% |
| All | +676.8% | +208.7% | +468.1% | +372.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling