+87.8%
AAPL vs CTVA
+74.2%
+13.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +3.8% | -4.5% | +8.4% | +4.9% |
| 30D | +9.9% | +11.3% | -1.4% | +7.5% |
| 3M | +12.5% | +12.3% | +0.2% | +10.3% |
| 6M | +27.6% | +7.2% | +20.5% | +25.9% |
| YTD | +22.6% | +26.0% | -3.5% | +17.1% |
| 1Y | +45.0% | +16.0% | +29.0% | +40.6% |
| 3Y | +87.8% | +73.9% | +13.9% | +70.6% |
| All | +87.8% | +74.2% | +13.5% | +70.6% |
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