-15.9%
CTSH vs CTVA
+17.0%
-32.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.8% |
| 7D | -8.2% | -5.8% | -2.4% | -8.1% |
| 30D | +0.4% | +11.1% | -10.7% | +0.3% |
| 3M | +10.6% | +13.2% | -2.6% | +10.4% |
| 6M | -8.8% | +8.7% | -17.5% | -9.3% |
| YTD | -28.6% | +27.3% | -55.9% | -31.6% |
| 1Y | -15.9% | +18.0% | -33.9% | -19.2% |
| All | -15.9% | +17.0% | -32.9% | -19.2% |
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