+124.8%
AAPL vs CTVA
+102.0%
+22.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | -0.5% | -4.7% | +4.2% | +0.7% |
| 30D | +7.1% | +11.1% | -4.0% | +4.2% |
| 3M | +12.1% | +13.7% | -1.6% | +8.5% |
| 6M | +25.4% | +11.2% | +14.2% | +21.8% |
| YTD | +20.5% | +26.9% | -6.4% | +12.9% |
| 1Y | +44.5% | +18.8% | +25.7% | +37.4% |
| 3Y | +85.8% | +75.9% | +9.8% | +57.6% |
| 5Y | +124.8% | +105.2% | +19.5% | +82.6% |
| All | +124.8% | +102.0% | +22.8% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling