+147.7%
CSCO vs CTVA
+223.3%
-75.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | +4.9% | -5.6% | -2.0% |
| 30D | -10.1% | +11.9% | -22.0% | -13.0% |
| 3M | -15.7% | +13.7% | -29.4% | -19.3% |
| 6M | +36.3% | +13.1% | +23.1% | +30.4% |
| YTD | +43.8% | +32.0% | +11.9% | +31.6% |
| 1Y | +63.9% | +22.1% | +41.9% | +52.7% |
| 3Y | +104.4% | +77.5% | +26.9% | +67.1% |
| 5Y | +111.4% | +106.3% | +5.1% | +60.7% |
| All | +147.7% | +223.3% | -75.6% | +48.7% |
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 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