+1,055.3%
DELL vs CTVA
+102.0%
+953.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | -1.9% | -4.7% | +2.8% | -0.4% |
| 30D | +14.9% | +11.1% | +3.8% | +10.9% |
| 3M | +37.2% | +13.7% | +23.5% | +29.7% |
| 6M | +254.0% | +11.2% | +242.8% | +235.8% |
| YTD | +306.1% | +26.9% | +279.3% | +267.9% |
| 1Y | +312.3% | +18.8% | +293.5% | +280.3% |
| 3Y | +654.0% | +75.9% | +578.1% | +491.7% |
| 5Y | +1,055.3% | +105.2% | +950.1% | +768.4% |
| All | +1,055.3% | +102.0% | +953.4% | +768.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling