+181.7%
AMZN vs CTVA
+208.7%
-27.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | -3.9% | +11.3% | -15.2% | -6.2% |
| 3M | +6.3% | +12.3% | -6.0% | +2.2% |
| 6M | +20.8% | +7.2% | +13.6% | +17.3% |
| YTD | +11.2% | +26.0% | -14.8% | +3.6% |
| 1Y | +11.7% | +16.0% | -4.4% | +5.8% |
| 3Y | +79.4% | +73.9% | +5.5% | +51.5% |
| 5Y | +48.0% | +103.8% | -55.8% | +20.4% |
| All | +181.7% | +208.7% | -27.1% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling