+500.2%
GOOGL vs CTVA
+223.3%
+276.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -2.3% | +4.9% | -7.2% | -3.5% |
| 30D | -6.6% | +11.9% | -18.5% | -9.2% |
| 3M | -8.9% | +13.7% | -22.6% | -12.6% |
| 6M | +11.9% | +13.1% | -1.3% | +7.2% |
| YTD | +8.3% | +32.0% | -23.6% | -0.6% |
| 1Y | +46.2% | +22.1% | +24.1% | +36.4% |
| 3Y | +151.9% | +77.5% | +74.4% | +106.8% |
| 5Y | +137.7% | +106.3% | +31.4% | +81.8% |
| All | +500.2% | +223.3% | +276.9% | +264.6% |
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