+420.1%
CORZ vs CTVA
+98.2%
+321.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +8.4% | +4.9% | +3.4% | +7.6% |
| 30D | -17.8% | +11.9% | -29.7% | -19.2% |
| 3M | -35.9% | +13.7% | -49.6% | -37.7% |
| 6M | +12.9% | +13.1% | -0.2% | +9.9% |
| YTD | +22.9% | +32.0% | -9.1% | +16.4% |
| 1Y | +31.4% | +22.1% | +9.3% | +26.3% |
| All | +420.1% | +98.2% | +321.9% | +422.6% |
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