+382.5%
GLW vs CTVA
+104.3%
+278.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +8.1% |
| 7D | +14.0% | -2.1% | +16.1% | +14.5% |
| 30D | +0.4% | +12.0% | -11.7% | -2.7% |
| 3M | -11.3% | +13.5% | -24.8% | -15.3% |
| 6M | +35.1% | +12.1% | +23.0% | +29.4% |
| YTD | +90.5% | +29.0% | +61.5% | +75.5% |
| 1Y | +132.0% | +18.9% | +113.2% | +118.0% |
| 3Y | +463.3% | +78.9% | +384.4% | +365.3% |
| 5Y | +382.5% | +105.2% | +277.3% | +266.9% |
| All | +382.5% | +104.3% | +278.2% | +266.9% |
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