+611.6%
GE vs CTVA
+210.9%
+400.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.8% | -4.7% | +1.9% | -0.7% |
| 30D | -11.9% | +11.1% | -23.0% | -16.2% |
| 3M | +1.8% | +13.7% | -11.9% | -5.3% |
| 6M | -0.6% | +11.2% | -11.8% | -7.2% |
| YTD | +5.5% | +26.9% | -21.4% | -7.8% |
| 1Y | +15.0% | +18.8% | -3.9% | +2.9% |
| 3Y | +269.5% | +75.9% | +193.6% | +162.8% |
| 5Y | +422.4% | +105.2% | +317.2% | +229.0% |
| All | +611.6% | +210.9% | +400.7% | +220.8% |
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