+1,653.7%
DELL vs CTVA
+216.1%
+1,437.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +25.6% | -2.1% | +27.7% | +26.7% |
| 30D | +17.7% | +12.0% | +5.6% | +12.2% |
| 3M | +33.4% | +13.5% | +20.0% | +25.2% |
| 6M | +266.2% | +12.1% | +254.1% | +243.8% |
| YTD | +328.0% | +29.0% | +299.0% | +279.4% |
| 1Y | +339.6% | +18.9% | +320.7% | +300.0% |
| 3Y | +694.6% | +78.9% | +615.7% | +494.0% |
| 5Y | +1,122.0% | +105.2% | +1,016.7% | +742.4% |
| All | +1,653.7% | +216.1% | +1,437.6% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling