+132.2%
COP vs CTVA
+34.7%
+97.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | +4.4% | -20.8% | +25.2% | +11.1% |
| 30D | 0.0% | -29.6% | +29.6% | +11.4% |
| 3M | +15.0% | -16.9% | +31.9% | +18.0% |
| 6M | +22.0% | -24.3% | +46.3% | +29.2% |
| YTD | +55.3% | -5.6% | +60.9% | +47.5% |
| 1Y | +64.1% | -4.2% | +68.3% | +54.6% |
| 3Y | +34.1% | +43.3% | -9.2% | -2.4% |
| All | +132.2% | +34.7% | +97.5% | +67.1% |
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 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