+165.1%
INTC vs CTVA
+208.7%
-43.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +7.5% | -4.5% | +12.0% | +9.1% |
| 30D | +2.0% | +11.3% | -9.3% | -2.3% |
| 3M | -12.0% | +12.3% | -24.3% | -16.8% |
| 6M | +114.5% | +7.2% | +107.4% | +106.6% |
| YTD | +179.0% | +26.0% | +153.0% | +152.4% |
| 1Y | +318.3% | +16.0% | +302.3% | +287.3% |
| 3Y | +171.2% | +73.9% | +97.3% | +111.2% |
| 5Y | +107.6% | +103.8% | +3.8% | +46.4% |
| All | +165.1% | +208.7% | -43.7% | +39.2% |
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