+126.6%
CVS vs CTVA
+210.9%
-84.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.0% | -4.7% | +2.7% | -0.5% |
| 30D | +1.9% | +11.1% | -9.2% | -1.4% |
| 3M | -2.2% | +13.7% | -15.9% | -6.6% |
| 6M | +26.7% | +11.2% | +15.5% | +21.7% |
| YTD | +22.9% | +26.9% | -4.0% | +12.9% |
| 1Y | +32.9% | +18.8% | +14.1% | +24.3% |
| 3Y | +62.3% | +75.9% | -13.7% | +31.9% |
| 5Y | +34.2% | +105.2% | -71.0% | +1.7% |
| All | +126.6% | +210.9% | -84.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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