+16.9%
CTSH vs CTVA
+197.7%
-180.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | +8.0% | -8.7% | +16.7% | +11.3% |
| 3M | +10.6% | +6.4% | +4.2% | +7.1% |
| 6M | +32.5% | -1.9% | +34.4% | +31.0% |
| YTD | -21.0% | +21.5% | -42.5% | -28.4% |
| 1Y | -9.9% | +24.3% | -34.2% | -19.2% |
| 3Y | +3.1% | +91.8% | -88.7% | -23.8% |
| 5Y | -13.4% | +78.4% | -91.8% | -36.2% |
| All | +16.9% | +197.7% | -180.9% | -38.9% |
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