+43.1%
COF vs CTVA
+102.9%
-59.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -5.1% | -4.5% | -0.6% | -3.3% |
| 30D | -6.0% | +11.3% | -17.3% | -10.2% |
| 3M | +14.8% | +12.3% | +2.5% | +8.1% |
| 6M | +15.3% | +7.2% | +8.2% | +10.2% |
| YTD | -13.0% | +26.0% | -39.1% | -23.2% |
| 1Y | -5.7% | +16.0% | -21.7% | -13.9% |
| 3Y | +118.1% | +73.9% | +44.2% | +62.4% |
| All | +43.1% | +102.9% | -59.8% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling