+20.6%
ABNB vs CTVA
+136.3%
-115.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.3% |
| 7D | -4.4% | -2.1% | -2.3% | -3.7% |
| 30D | -2.0% | +12.0% | -14.0% | -5.6% |
| 3M | +29.8% | +13.5% | +16.4% | +23.6% |
| 6M | +31.0% | +12.1% | +18.9% | +24.7% |
| YTD | +28.6% | +29.0% | -0.4% | +16.1% |
| 1Y | +40.1% | +18.9% | +21.2% | +29.8% |
| 3Y | +19.7% | +78.9% | -59.2% | -5.9% |
| 5Y | +6.5% | +105.2% | -98.8% | -16.7% |
| All | +20.6% | +136.3% | -115.7% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling