+231.7%
CTVA vs EXEL
+197.6%
+34.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.9% | +8.4% | -3.4% | +3.5% |
| 30D | +11.9% | +4.1% | +7.8% | +11.1% |
| 3M | +13.7% | +12.4% | +1.2% | +11.4% |
| 6M | +13.1% | +41.5% | -28.4% | +6.5% |
| YTD | +32.0% | +34.6% | -2.7% | +25.0% |
| 1Y | +22.1% | +57.9% | -35.8% | +12.2% |
| 3Y | +77.5% | +159.5% | -82.0% | +44.6% |
| 5Y | +106.3% | +198.5% | -92.2% | +59.2% |
| All | +231.7% | +197.6% | +34.1% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling