+539.0%
CIEN vs CTVA
+49.4%
+489.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.1% |
| 7D | +15.3% | -20.8% | +36.0% | +19.5% |
| 30D | -22.0% | -29.6% | +7.6% | -16.9% |
| 3M | -36.6% | -16.9% | -19.7% | -35.5% |
| 6M | -51.5% | -24.3% | -27.2% | -50.0% |
| YTD | +20.0% | -5.6% | +25.6% | +15.2% |
| 1Y | +44.5% | -4.2% | +48.6% | +38.0% |
| 3Y | +539.0% | +43.3% | +495.8% | +429.1% |
| All | +539.0% | +49.4% | +489.6% | +429.1% |
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 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