-39.5%
GLW vs CTVA
-25.8%
-13.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -24.3% | +23.5% | -0.9% |
| 7D | +15.5% | -23.7% | +39.2% | +15.4% |
| 30D | -19.6% | -31.2% | +11.7% | -19.5% |
| 3M | -28.5% | -18.7% | -9.8% | -27.6% |
| 6M | -39.5% | -25.5% | -14.0% | -44.7% |
| All | -39.5% | -25.8% | -13.7% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling