+224.3%
CTVA vs EXEL
+190.8%
+33.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.8% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +12.0% | +6.7% | +5.4% | +10.8% |
| 3M | +13.5% | +11.5% | +2.0% | +11.4% |
| 6M | +12.1% | +38.8% | -26.7% | +5.9% |
| YTD | +29.0% | +31.6% | -2.6% | +22.7% |
| 1Y | +18.9% | +53.0% | -34.2% | +9.8% |
| 3Y | +78.9% | +160.8% | -82.0% | +45.5% |
| 5Y | +105.2% | +190.1% | -84.8% | +59.2% |
| All | +224.3% | +190.8% | +33.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling