+76.4%
AMZN vs CTVA
+76.0%
+0.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -1.0% | -5.8% | +4.8% | -0.5% |
| 30D | -9.2% | +11.1% | -20.3% | -10.1% |
| 3M | +3.4% | +13.2% | -9.9% | -0.2% |
| 6M | +18.2% | +8.7% | +9.5% | +15.0% |
| YTD | +9.3% | +27.3% | -17.9% | +2.6% |
| 1Y | +5.9% | +18.0% | -12.1% | +0.8% |
| All | +76.4% | +76.0% | +0.4% | +53.8% |
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