+78.4%
CTVA vs COO
-41.3%
+119.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -8.7% | +13.3% | -22.0% | -11.3% |
| 3M | +6.4% | -18.1% | +24.5% | +11.1% |
| 6M | -1.9% | +6.7% | -8.6% | -4.2% |
| YTD | +21.5% | -23.2% | +44.7% | +28.8% |
| 1Y | +24.3% | -12.3% | +36.6% | +27.0% |
| 3Y | +91.8% | -23.6% | +115.4% | +99.1% |
| 5Y | +78.4% | -38.7% | +117.1% | +94.2% |
| All | +78.4% | -41.3% | +119.8% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling