+131.2%
CTVA vs COO
-15.0%
+146.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.2% | -23.1% | -23.9% |
| 7D | -23.7% | -2.1% | -21.6% | -23.0% |
| 30D | -31.2% | +13.9% | -45.1% | -34.3% |
| 3M | -18.7% | -18.9% | +0.2% | -12.8% |
| 6M | -25.5% | +3.7% | -29.2% | -27.6% |
| YTD | -8.0% | -24.1% | +16.1% | +0.6% |
| 1Y | -7.0% | -14.2% | +7.2% | -3.4% |
| 3Y | +45.2% | -24.5% | +69.7% | +52.4% |
| 5Y | +32.3% | -40.4% | +72.7% | +52.8% |
| All | +131.2% | -15.0% | +146.2% | +132.8% |
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