+303.7%
COST vs CTVA
+208.7%
+95.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.2% | -4.5% | +3.3% | -0.3% |
| 30D | -4.7% | +11.3% | -16.0% | -6.7% |
| 3M | -7.1% | +12.3% | -19.4% | -9.4% |
| 6M | -8.5% | +7.2% | -15.7% | -10.1% |
| YTD | +5.4% | +26.0% | -20.6% | +0.3% |
| 1Y | -5.6% | +16.0% | -21.7% | -8.9% |
| 3Y | +68.5% | +73.9% | -5.4% | +48.4% |
| 5Y | +105.2% | +103.8% | +1.5% | +74.1% |
| All | +303.7% | +208.7% | +95.0% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling