+219.9%
CTVA vs COO
-13.2%
+233.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +1.0% |
| 7D | -5.8% | -9.0% | +3.2% | -2.5% |
| 30D | +11.1% | -16.8% | +27.9% | +18.8% |
| 3M | +13.2% | -7.5% | +20.7% | +16.1% |
| 6M | +8.7% | -16.3% | +25.0% | +15.3% |
| YTD | +27.3% | -22.5% | +49.8% | +39.0% |
| 1Y | +18.0% | -7.0% | +25.0% | +19.2% |
| 3Y | +76.5% | -27.5% | +103.9% | +90.1% |
| 5Y | +105.1% | -43.3% | +148.4% | +146.6% |
| All | +219.9% | -13.2% | +233.1% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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