+189.0%
COP vs CTVA
+223.3%
-34.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | +3.0% | +4.9% | -1.9% | +0.5% |
| 30D | +17.5% | +11.9% | +5.6% | +10.7% |
| 3M | +13.4% | +13.7% | -0.3% | +4.8% |
| 6M | +17.7% | +13.1% | +4.6% | +8.8% |
| YTD | +46.6% | +32.0% | +14.6% | +24.8% |
| 1Y | +44.6% | +22.1% | +22.5% | +27.3% |
| 3Y | +20.7% | +77.5% | -56.8% | -16.5% |
| 5Y | +185.0% | +106.3% | +78.8% | +80.0% |
| All | +189.0% | +223.3% | -34.3% | +32.1% |
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 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