+319.1%
DELL vs CTVA
+22.4%
+296.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.4% |
| 7D | +14.9% | +4.9% | +9.9% | +15.4% |
| 30D | +13.3% | +11.9% | +1.4% | +14.3% |
| 3M | +24.4% | +13.7% | +10.7% | +24.4% |
| 6M | +258.0% | +13.1% | +244.9% | +255.0% |
| YTD | +320.2% | +32.0% | +288.2% | +326.9% |
| 1Y | +319.1% | +22.1% | +297.0% | +312.4% |
| All | +319.1% | +22.4% | +296.6% | +312.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling