+589.3%
GLW vs CTVA
+211.9%
+377.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | +16.9% | -5.8% | +22.7% | +19.5% |
| 30D | +7.0% | +11.1% | -4.1% | +2.1% |
| 3M | -3.0% | +13.2% | -16.2% | -9.3% |
| 6M | +31.0% | +8.7% | +22.3% | +24.3% |
| YTD | +93.4% | +27.3% | +66.1% | +71.7% |
| 1Y | +134.7% | +18.0% | +116.7% | +113.8% |
| 3Y | +471.8% | +76.5% | +395.3% | +322.4% |
| 5Y | +394.5% | +105.1% | +289.4% | +225.3% |
| All | +589.3% | +211.9% | +377.4% | +228.9% |
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 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