+105.1%
CTVA vs CPB
-38.1%
+143.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -5.8% | -8.0% | +2.2% | -4.6% |
| 30D | +11.1% | -2.4% | +13.5% | +11.4% |
| 3M | +13.2% | +0.5% | +12.7% | +12.9% |
| 6M | +8.7% | -10.5% | +19.2% | +10.4% |
| YTD | +27.3% | -17.5% | +44.8% | +30.9% |
| 1Y | +18.0% | -31.0% | +49.0% | +25.5% |
| 3Y | +76.5% | -40.6% | +117.1% | +91.7% |
| 5Y | +105.1% | -37.7% | +142.8% | +109.1% |
| All | +105.1% | -38.1% | +143.2% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling