+11.9%
COST vs CTVA
+33.4%
-21.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.3% |
| 7D | +6.6% | +8.2% | -1.6% | +5.8% |
| 30D | +13.5% | -1.0% | +14.5% | +13.3% |
| 3M | +10.6% | +4.6% | +6.0% | +9.6% |
| 6M | +3.6% | +0.5% | +3.2% | +3.0% |
| YTD | +22.1% | +22.7% | -0.7% | +16.6% |
| 1Y | +11.9% | +32.0% | -20.1% | +6.4% |
| All | +11.9% | +33.4% | -21.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling