+12.9%
CORZ vs CTVA
+10.7%
+2.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +8.4% | +4.9% | +3.4% | +8.9% |
| 30D | -17.8% | +11.9% | -29.7% | -16.9% |
| 3M | -35.9% | +13.7% | -49.6% | -37.5% |
| 6M | +12.9% | +13.1% | -0.2% | +10.0% |
| All | +12.9% | +10.7% | +2.2% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling