+183.6%
AMZN vs CTVA
+223.3%
-39.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -3.0% | +4.9% | -7.9% | -4.0% |
| 30D | -5.2% | +11.9% | -17.1% | -7.5% |
| 3M | +1.9% | +13.7% | -11.8% | -2.2% |
| 6M | +19.2% | +13.1% | +6.1% | +14.4% |
| YTD | +12.0% | +32.0% | -20.0% | +3.3% |
| 1Y | +9.7% | +22.1% | -12.4% | +2.8% |
| 3Y | +87.2% | +77.5% | +9.7% | +57.6% |
| 5Y | +48.7% | +106.3% | -57.6% | +20.6% |
| All | +183.6% | +223.3% | -39.7% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling