+417.9%
GE vs CTVA
+103.5%
+314.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -1.2% | -5.8% | +4.6% | +0.6% |
| 30D | -11.3% | +11.1% | -22.3% | -14.3% |
| 3M | -1.4% | +13.2% | -14.6% | -6.2% |
| 6M | +1.2% | +8.7% | -7.5% | -2.9% |
| YTD | +5.9% | +27.3% | -21.4% | -4.3% |
| 1Y | +18.4% | +18.0% | +0.4% | +9.5% |
| 3Y | +271.0% | +76.5% | +194.5% | +189.9% |
| 5Y | +417.9% | +105.1% | +312.8% | +254.9% |
| All | +417.9% | +103.5% | +314.4% | +254.9% |
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