+126.7%
AMAT vs CTVA
+74.6%
+52.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | -14.7% | +2.2% | -16.9% | -15.2% |
| 30D | -36.1% | -17.6% | -18.4% | -32.8% |
| 3M | -36.9% | +3.4% | -40.3% | -38.4% |
| 6M | -22.2% | -2.6% | -19.6% | -23.4% |
| YTD | +29.9% | +19.1% | +10.8% | +18.5% |
| 1Y | +43.3% | +26.8% | +16.5% | +27.6% |
| 3Y | +142.7% | +63.9% | +78.8% | +90.5% |
| All | +126.7% | +74.6% | +52.1% | +60.0% |
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