+151.2%
IBM vs CTVA
+223.3%
-72.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.3% | +4.9% | -5.2% | -1.8% |
| 30D | +0.3% | +11.9% | -11.6% | -3.2% |
| 3M | -21.6% | +13.7% | -35.3% | -24.9% |
| 6M | -4.7% | +13.1% | -17.8% | -9.0% |
| YTD | -19.1% | +32.0% | -51.0% | -26.6% |
| 1Y | -2.5% | +22.1% | -24.6% | -9.7% |
| 3Y | +74.2% | +77.5% | -3.3% | +39.9% |
| 5Y | +113.1% | +106.3% | +6.9% | +57.3% |
| All | +151.2% | +223.3% | -72.1% | +44.3% |
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