+188.9%
AMAT vs CTVA
+22.4%
+166.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.2% |
| 7D | -1.5% | +4.9% | -6.5% | -0.9% |
| 30D | -14.8% | +11.9% | -26.7% | -13.6% |
| 3M | -9.3% | +13.7% | -22.9% | -9.1% |
| 6M | +27.4% | +13.1% | +14.3% | +27.6% |
| YTD | +77.6% | +32.0% | +45.6% | +82.6% |
| 1Y | +188.9% | +22.1% | +166.9% | +191.9% |
| All | +188.9% | +22.4% | +166.5% | +191.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling