+5.8%
CTSH vs CTVA
+210.9%
-205.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -9.8% | -4.7% | -5.1% | -8.2% |
| 30D | +0.1% | +11.1% | -11.0% | -3.6% |
| 3M | +13.2% | +13.7% | -0.5% | +7.2% |
| 6M | -6.2% | +11.2% | -17.4% | -11.0% |
| YTD | -28.5% | +26.9% | -55.4% | -35.6% |
| 1Y | -13.8% | +18.8% | -32.6% | -20.8% |
| 3Y | -13.7% | +75.9% | -89.6% | -33.4% |
| 5Y | -16.7% | +105.2% | -121.9% | -41.8% |
| All | +5.8% | +210.9% | -205.1% | -45.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling