+163.4%
IBM vs CTVA
+125.4%
+38.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -24.3% | +22.9% | +5.2% |
| 7D | -0.3% | -23.7% | +23.4% | +6.1% |
| 30D | +6.8% | -31.2% | +38.0% | +16.9% |
| 3M | +4.4% | -18.7% | +23.1% | +7.9% |
| 6M | +13.2% | -25.5% | +38.7% | +19.6% |
| YTD | -15.1% | -8.0% | -7.1% | -16.5% |
| 1Y | -20.2% | -7.0% | -13.2% | -21.8% |
| 3Y | +79.3% | +45.2% | +34.1% | +48.2% |
| 5Y | +147.5% | +32.3% | +115.2% | +105.1% |
| All | +163.4% | +125.4% | +38.0% | +64.1% |
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