+231.7%
CTVA vs CPB
-27.0%
+258.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.3% |
| 7D | +4.9% | -8.6% | +13.5% | +6.4% |
| 30D | +11.9% | -7.2% | +19.2% | +13.2% |
| 3M | +13.7% | +0.9% | +12.8% | +13.3% |
| 6M | +13.1% | -11.8% | +25.0% | +15.0% |
| YTD | +32.0% | -19.4% | +51.4% | +36.0% |
| 1Y | +22.1% | -30.4% | +52.5% | +28.9% |
| 3Y | +77.5% | -40.2% | +117.6% | +91.3% |
| 5Y | +106.3% | -39.5% | +145.8% | +120.3% |
| All | +231.7% | -27.0% | +258.6% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling