+812.2%
CIEN vs CTVA
+223.3%
+588.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -15.2% | +4.9% | -20.1% | -16.5% |
| 30D | -21.5% | +11.9% | -33.4% | -24.4% |
| 3M | -40.1% | +13.7% | -53.7% | -43.1% |
| 6M | -6.6% | +13.1% | -19.7% | -11.2% |
| YTD | +37.3% | +32.0% | +5.3% | +23.8% |
| 1Y | +174.5% | +22.1% | +152.5% | +152.6% |
| 3Y | +562.3% | +77.5% | +484.8% | +429.8% |
| 5Y | +463.9% | +106.3% | +357.7% | +321.2% |
| All | +812.2% | +223.3% | +588.9% | +442.8% |
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 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