+44.5%
CIEN vs CTVA
-4.9%
+49.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.7% |
| 7D | +15.3% | -20.8% | +36.0% | +16.5% |
| 30D | -22.0% | -29.6% | +7.6% | -19.6% |
| 3M | -36.6% | -16.9% | -19.7% | -35.7% |
| 6M | -51.5% | -24.3% | -27.2% | -51.5% |
| YTD | +20.0% | -5.6% | +25.6% | +17.1% |
| 1Y | +44.5% | -4.2% | +48.6% | +40.2% |
| All | +44.5% | -4.9% | +49.3% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling