+137.3%
CTVA vs EXEL
+248.0%
-110.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -20.8% | -0.8% | -19.9% | -20.6% |
| 30D | -29.6% | +13.1% | -42.8% | -31.1% |
| 3M | -16.9% | +36.3% | -53.2% | -21.2% |
| 6M | -24.3% | +34.5% | -58.8% | -28.0% |
| YTD | -5.6% | +57.4% | -63.0% | -12.9% |
| 1Y | -4.2% | +62.9% | -67.1% | -12.2% |
| 3Y | +43.3% | +229.5% | -186.2% | +12.0% |
| 5Y | +35.7% | +281.2% | -245.5% | +0.5% |
| All | +137.3% | +248.0% | -110.7% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling