+14.9%
CTSH vs CTVA
+131.3%
-116.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.5% |
| 7D | -2.1% | -20.8% | +18.6% | +4.0% |
| 30D | +1.4% | -29.6% | +31.0% | +12.1% |
| 3M | +7.5% | -16.9% | +24.3% | +11.2% |
| 6M | +39.6% | -24.3% | +63.8% | +48.1% |
| YTD | -22.3% | -5.6% | -16.7% | -24.7% |
| 1Y | -12.0% | -4.2% | -7.8% | -15.2% |
| 3Y | +1.8% | +43.3% | -41.5% | -18.2% |
| 5Y | -15.8% | +35.7% | -51.5% | -33.0% |
| All | +14.9% | +131.3% | -116.4% | -35.7% |
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 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