+169.0%
INTC vs CTVA
+216.1%
-47.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.2% | +11.3% | +9.8% |
| 7D | +17.4% | -2.1% | +19.5% | +18.2% |
| 30D | +2.8% | +12.0% | -9.3% | -1.8% |
| 3M | -5.3% | +13.5% | -18.7% | -10.7% |
| 6M | +140.6% | +12.1% | +128.5% | +127.9% |
| YTD | +183.1% | +29.0% | +154.1% | +154.0% |
| 1Y | +326.8% | +18.9% | +307.9% | +291.7% |
| 3Y | +179.4% | +78.9% | +100.6% | +115.4% |
| 5Y | +111.7% | +105.2% | +6.5% | +49.2% |
| All | +169.0% | +216.1% | -47.1% | +40.1% |
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 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