+13.0%
CTSH vs CTVA
+223.3%
-210.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -2.7% | +4.9% | -7.6% | -4.4% |
| 30D | +12.4% | +11.9% | +0.4% | +7.8% |
| 3M | +17.4% | +13.7% | +3.7% | +11.2% |
| 6M | -3.1% | +13.1% | -16.2% | -8.6% |
| YTD | -23.6% | +32.0% | -55.5% | -32.2% |
| 1Y | -10.8% | +22.1% | -32.9% | -18.8% |
| 3Y | -8.3% | +77.5% | -85.8% | -29.4% |
| 5Y | -11.3% | +106.3% | -117.6% | -38.0% |
| All | +13.0% | +223.3% | -210.3% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling