+111.7%
HPQ vs CTVA
+211.9%
-100.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.5% |
| 7D | +2.2% | -5.8% | +8.0% | +4.7% |
| 30D | +9.7% | +11.1% | -1.3% | +5.1% |
| 3M | +32.7% | +13.2% | +19.5% | +25.1% |
| 6M | +77.7% | +8.7% | +69.0% | +70.0% |
| YTD | +51.0% | +27.3% | +23.7% | +34.8% |
| 1Y | +18.4% | +18.0% | +0.4% | +8.7% |
| 3Y | +25.6% | +76.5% | -50.9% | -4.8% |
| 5Y | +38.6% | +105.1% | -66.5% | -3.4% |
| All | +111.7% | +211.9% | -100.1% | +12.4% |
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 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