+140.1%
GOOGL vs CTVA
+102.9%
+37.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | -1.4% | +11.3% | -12.7% | -3.1% |
| 3M | -5.3% | +12.3% | -17.6% | -8.0% |
| 6M | +9.8% | +7.2% | +2.6% | +7.5% |
| YTD | +8.4% | +26.0% | -17.6% | +2.5% |
| 1Y | +41.2% | +16.0% | +25.2% | +35.5% |
| 3Y | +149.6% | +73.9% | +75.7% | +116.2% |
| All | +140.1% | +102.9% | +37.1% | +89.8% |
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