+160.4%
AMAT vs CTVA
+45.6%
+114.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -24.3% | +20.7% | +0.1% |
| 7D | +19.3% | -23.7% | +43.0% | +23.8% |
| 30D | -17.9% | -31.2% | +13.3% | -13.5% |
| 3M | -30.4% | -18.7% | -11.7% | -29.4% |
| 6M | -11.4% | -25.5% | +14.1% | -9.3% |
| YTD | +48.8% | -8.0% | +56.8% | +43.1% |
| 1Y | +66.0% | -7.0% | +73.0% | +59.0% |
| All | +160.4% | +45.6% | +114.8% | +120.7% |
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