+68.0%
COST vs CTVA
+75.4%
-7.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.5% | -4.7% | +2.2% | -1.9% |
| 30D | -4.4% | +11.1% | -15.5% | -5.8% |
| 3M | -8.1% | +13.7% | -21.8% | -9.8% |
| 6M | -9.2% | +11.2% | -20.5% | -10.8% |
| YTD | +5.1% | +26.9% | -21.8% | +1.3% |
| 1Y | -5.1% | +18.8% | -23.9% | -7.8% |
| All | +68.0% | +75.4% | -7.4% | +56.3% |
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