+531.3%
GLW vs CTVA
+223.3%
+308.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.0% |
| 7D | +3.8% | +4.9% | -1.2% | +1.7% |
| 30D | -1.3% | +11.9% | -13.3% | -6.0% |
| 3M | -21.8% | +13.7% | -35.5% | -26.9% |
| 6M | +6.9% | +13.1% | -6.2% | 0.0% |
| YTD | +77.2% | +32.0% | +45.2% | +55.2% |
| 1Y | +123.2% | +22.1% | +101.2% | +100.8% |
| 3Y | +400.0% | +77.5% | +322.5% | +270.0% |
| 5Y | +342.8% | +106.3% | +236.5% | +192.2% |
| All | +531.3% | +223.3% | +308.0% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling