+18.8%
CTVA vs CPB
-33.6%
+52.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -4.7% | -5.4% | +0.7% | -4.4% |
| 30D | +11.1% | -7.8% | +18.9% | +11.6% |
| 3M | +13.7% | -6.9% | +20.6% | +14.1% |
| 6M | +11.2% | -12.2% | +23.4% | +12.1% |
| YTD | +26.9% | -21.1% | +48.0% | +28.4% |
| 1Y | +18.8% | -33.5% | +52.3% | +22.1% |
| All | +18.8% | -33.6% | +52.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling