+32.3%
CTVA vs EXEL
+289.1%
-256.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.2% | -23.1% | -24.2% |
| 7D | -23.7% | +1.6% | -25.3% | -23.8% |
| 30D | -31.2% | +17.4% | -48.6% | -32.4% |
| 3M | -18.7% | +38.6% | -57.4% | -21.7% |
| 6M | -25.5% | +41.2% | -66.7% | -28.3% |
| YTD | -8.0% | +59.3% | -67.4% | -12.7% |
| 1Y | -7.0% | +60.2% | -67.2% | -11.8% |
| 3Y | +45.2% | +232.6% | -187.4% | +25.0% |
| 5Y | +32.3% | +285.9% | -253.6% | +11.4% |
| All | +32.3% | +289.1% | -256.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling