+102.3%
INTC vs CTVA
+102.0%
+0.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +9.4% | -4.7% | +14.1% | +10.7% |
| 30D | +2.7% | +11.1% | -8.4% | -0.6% |
| 3M | -6.3% | +13.7% | -20.0% | -10.7% |
| 6M | +114.5% | +11.2% | +103.2% | +105.8% |
| YTD | +171.9% | +26.9% | +145.0% | +150.8% |
| 1Y | +305.0% | +18.8% | +286.2% | +278.6% |
| 3Y | +168.3% | +75.9% | +92.4% | +121.9% |
| 5Y | +102.3% | +105.2% | -2.9% | +57.2% |
| All | +102.3% | +102.0% | +0.3% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling