+150.2%
IBM vs CTVA
+210.9%
-60.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.3% | -4.7% | +4.4% | +1.1% |
| 30D | -1.8% | +11.1% | -12.9% | -5.1% |
| 3M | -13.5% | +13.7% | -27.2% | -17.2% |
| 6M | -5.1% | +11.2% | -16.3% | -8.9% |
| YTD | -19.4% | +26.9% | -46.3% | -26.0% |
| 1Y | -6.5% | +18.8% | -25.3% | -12.8% |
| 3Y | +73.8% | +75.9% | -2.1% | +39.7% |
| 5Y | +116.3% | +105.2% | +11.1% | +59.3% |
| All | +150.2% | +210.9% | -60.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling