+306.1%
COST vs CTVA
+216.1%
+90.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.8% |
| 30D | -4.0% | +12.0% | -16.0% | -6.0% |
| 3M | -6.5% | +13.5% | -20.0% | -9.0% |
| 6M | -8.5% | +12.1% | -20.6% | -10.9% |
| YTD | +6.0% | +29.0% | -23.0% | +0.5% |
| 1Y | -5.8% | +18.9% | -24.7% | -9.5% |
| 3Y | +71.8% | +78.9% | -7.1% | +50.5% |
| 5Y | +106.2% | +105.2% | +1.0% | +74.8% |
| All | +306.1% | +216.1% | +90.0% | +198.6% |
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