+154.3%
CSCO vs CTVA
+208.7%
-54.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.6% |
| 7D | +2.7% | -4.5% | +7.2% | +4.0% |
| 30D | -9.5% | +11.3% | -20.8% | -12.3% |
| 3M | -7.6% | +12.3% | -19.9% | -11.3% |
| 6M | +44.9% | +7.2% | +37.7% | +40.9% |
| YTD | +47.7% | +26.0% | +21.7% | +36.8% |
| 1Y | +69.1% | +16.0% | +53.1% | +59.7% |
| 3Y | +113.5% | +73.9% | +39.6% | +75.3% |
| 5Y | +122.8% | +103.8% | +19.0% | +69.4% |
| All | +154.3% | +208.7% | -54.4% | +54.6% |
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 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