+893.3%
CIEN vs CTVA
+208.7%
+684.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +8.9% | -4.5% | +13.4% | +10.3% |
| 30D | -19.1% | +11.3% | -30.4% | -22.0% |
| 3M | -21.5% | +12.3% | -33.8% | -25.4% |
| 6M | +2.8% | +7.2% | -4.4% | -0.7% |
| YTD | +49.5% | +26.0% | +23.5% | +36.6% |
| 1Y | +163.8% | +16.0% | +147.8% | +146.4% |
| 3Y | +615.8% | +73.9% | +541.9% | +475.2% |
| 5Y | +548.4% | +103.8% | +444.6% | +385.0% |
| All | +893.3% | +208.7% | +684.6% | +499.0% |
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 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