+231.7%
CTVA vs COO
-4.9%
+236.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +4.9% | -2.2% | +7.2% | +5.8% |
| 30D | +11.9% | -7.0% | +18.9% | +14.9% |
| 3M | +13.7% | +12.2% | +1.5% | +8.2% |
| 6M | +13.1% | -15.1% | +28.3% | +19.6% |
| YTD | +32.0% | -15.1% | +47.0% | +39.3% |
| 1Y | +22.1% | +2.3% | +19.7% | +19.1% |
| 3Y | +77.5% | -23.7% | +101.2% | +88.5% |
| 5Y | +106.3% | -38.9% | +145.2% | +142.4% |
| All | +231.7% | -4.9% | +236.5% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling