+137.3%
CTVA vs IT
+24.9%
+112.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -20.8% | +1.1% | -21.8% | -20.9% |
| 30D | -29.6% | -1.8% | -27.8% | -29.6% |
| 3M | -16.9% | +4.8% | -21.7% | -18.7% |
| 6M | -24.3% | +33.0% | -57.3% | -31.6% |
| YTD | -5.6% | -23.8% | +18.2% | -1.4% |
| 1Y | -4.2% | -16.5% | +12.4% | -2.9% |
| 3Y | +43.3% | -53.6% | +96.9% | +71.2% |
| 5Y | +35.7% | -42.1% | +77.8% | +44.6% |
| All | +137.3% | +24.9% | +112.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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