+46.1%
GOOGL vs CTVA
+22.4%
+23.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.3% |
| 7D | -2.3% | +4.9% | -7.3% | -1.6% |
| 30D | -6.6% | +11.9% | -18.5% | -5.0% |
| 3M | -9.0% | +13.7% | -22.7% | -8.6% |
| 6M | +11.8% | +13.1% | -1.3% | +12.3% |
| YTD | +8.3% | +32.0% | -23.7% | +9.7% |
| 1Y | +46.1% | +22.1% | +24.0% | +45.4% |
| All | +46.1% | +22.4% | +23.7% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling