+218.9%
CTVA vs EXEL
+189.6%
+29.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.7% | -2.9% | -1.8% | -4.2% |
| 30D | +11.1% | +11.9% | -0.8% | +9.0% |
| 3M | +13.7% | +9.2% | +4.5% | +12.0% |
| 6M | +11.2% | +39.1% | -27.9% | +5.0% |
| YTD | +26.9% | +31.0% | -4.1% | +20.8% |
| 1Y | +18.8% | +52.3% | -33.5% | +9.9% |
| 3Y | +75.9% | +159.7% | -83.8% | +43.2% |
| 5Y | +105.2% | +187.7% | -82.5% | +59.5% |
| All | +218.9% | +189.6% | +29.3% | +115.4% |
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