+269.8%
CORZ vs CTVA
+82.1%
+187.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.8% | +6.4% | +8.0% |
| 7D | +1.7% | +1.6% | +0.1% | +1.6% |
| 30D | -17.5% | -8.5% | -8.9% | -16.7% |
| 3M | -39.5% | +5.3% | -44.7% | -40.4% |
| 6M | -44.5% | -0.1% | -44.4% | -45.1% |
| YTD | -12.6% | +21.2% | -33.9% | -16.7% |
| 1Y | -37.0% | +27.0% | -64.0% | -40.4% |
| All | +269.8% | +82.1% | +187.7% | +274.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling