+95.3%
AAPL vs CTVA
+49.4%
+45.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +4.1% | -20.8% | +24.9% | +7.4% |
| 30D | +4.0% | -29.6% | +33.6% | +9.7% |
| 3M | +16.8% | -16.9% | +33.7% | +18.3% |
| 6M | +19.4% | -24.3% | +43.7% | +23.7% |
| YTD | +31.5% | -5.6% | +37.1% | +29.6% |
| 1Y | +31.0% | -4.2% | +35.1% | +28.6% |
| 3Y | +95.3% | +43.3% | +52.0% | +80.6% |
| All | +95.3% | +49.4% | +45.9% | +80.6% |
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