+61.0%
CSCO vs CTVA
+18.2%
+42.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.1% | -4.7% | +3.6% | -1.0% |
| 30D | -10.8% | +11.1% | -21.9% | -10.9% |
| 3M | -9.2% | +13.7% | -22.9% | -10.7% |
| 6M | +39.5% | +11.2% | +28.3% | +37.9% |
| YTD | +41.5% | +26.9% | +14.6% | +40.7% |
| 1Y | +61.0% | +18.8% | +42.2% | +58.7% |
| All | +61.0% | +18.2% | +42.8% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling