+78.9%
CTVA vs COO
-23.3%
+102.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | +12.0% | -8.8% | +20.9% | +14.3% |
| 3M | +13.5% | +1.3% | +12.1% | +13.0% |
| 6M | +12.1% | -11.6% | +23.7% | +15.2% |
| YTD | +29.0% | -17.4% | +46.4% | +34.7% |
| 1Y | +18.9% | -1.6% | +20.5% | +18.5% |
| 3Y | +78.9% | -22.6% | +101.5% | +83.3% |
| All | +78.9% | -23.3% | +102.2% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling