+411.8%
GE vs CTVA
+34.7%
+377.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +2.7% | -20.8% | +23.4% | +8.0% |
| 30D | +8.1% | -29.6% | +37.7% | +17.3% |
| 3M | -7.9% | -16.9% | +9.0% | -5.5% |
| 6M | +12.9% | -24.3% | +37.2% | +18.2% |
| YTD | +8.2% | -5.6% | +13.8% | +4.0% |
| 1Y | +9.7% | -4.2% | +13.8% | +4.9% |
| 3Y | +266.1% | +43.3% | +222.8% | +194.3% |
| All | +411.8% | +34.7% | +377.0% | +279.3% |
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