+132.3%
CSCO vs CTVA
+125.4%
+6.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -24.3% | +25.5% | +7.2% |
| 7D | +6.6% | -23.7% | +30.2% | +12.6% |
| 30D | -11.3% | -31.2% | +19.9% | -3.8% |
| 3M | -17.3% | -18.7% | +1.4% | -14.8% |
| 6M | +3.5% | -25.5% | +29.0% | +8.6% |
| YTD | +34.9% | -8.0% | +42.9% | +32.8% |
| 1Y | +40.5% | -7.0% | +47.5% | +37.8% |
| 3Y | +109.3% | +45.2% | +64.0% | +75.4% |
| 5Y | +105.9% | +32.3% | +73.6% | +73.8% |
| All | +132.3% | +125.4% | +6.9% | +50.1% |
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