+4.4%
GOOGL vs CTVA
+33.4%
-29.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +3.6% |
| 7D | -11.1% | +8.2% | -19.3% | -10.1% |
| 30D | -16.6% | -1.0% | -15.6% | -16.3% |
| 3M | -23.4% | +4.6% | -28.0% | -22.3% |
| 6M | -24.5% | +0.5% | -25.0% | -25.1% |
| YTD | -7.5% | +22.7% | -30.2% | -9.4% |
| 1Y | +4.4% | +32.0% | -27.6% | +1.4% |
| All | +4.4% | +33.4% | -29.1% | +1.4% |
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