+193.6%
COP vs CTVA
+102.0%
+91.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.0% | -4.7% | +5.6% | +3.1% |
| 30D | +9.6% | +11.1% | -1.5% | +4.4% |
| 3M | +15.0% | +13.7% | +1.3% | +7.2% |
| 6M | +21.8% | +11.2% | +10.5% | +14.4% |
| YTD | +49.6% | +26.9% | +22.7% | +31.9% |
| 1Y | +49.9% | +18.8% | +31.1% | +35.5% |
| 3Y | +22.6% | +75.9% | -53.3% | -11.7% |
| 5Y | +193.6% | +105.2% | +88.4% | +97.1% |
| All | +193.6% | +102.0% | +91.6% | +97.1% |
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