-11.3%
CTSH vs CTVA
+78.5%
-89.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.4% |
| 7D | -5.5% | -2.1% | -3.4% | -5.1% |
| 30D | +4.5% | +12.0% | -7.5% | +2.2% |
| 3M | +13.7% | +13.5% | +0.3% | +10.2% |
| 6M | -8.4% | +12.1% | -20.5% | -11.4% |
| YTD | -26.5% | +29.0% | -55.5% | -31.7% |
| 1Y | -13.9% | +18.9% | -32.8% | -18.5% |
| 3Y | -11.3% | +78.9% | -90.2% | -22.6% |
| All | -11.3% | +78.5% | -89.9% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling