-12.0%
CTSH vs CTVA
-4.9%
-7.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.7% |
| 7D | -2.1% | -20.8% | +18.6% | -1.4% |
| 30D | +1.4% | -29.6% | +31.0% | +2.2% |
| 3M | +7.5% | -16.9% | +24.3% | +7.9% |
| 6M | +39.6% | -24.3% | +63.8% | +40.0% |
| YTD | -22.3% | -5.6% | -16.7% | -26.9% |
| 1Y | -12.0% | -4.2% | -7.8% | -17.8% |
| All | -12.0% | -4.9% | -7.1% | -17.8% |
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