+39.8%
INTU vs CTVA
+125.4%
-85.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -24.3% | +23.6% | +5.8% |
| 7D | -4.1% | -23.7% | +19.5% | +1.9% |
| 30D | +12.8% | -31.2% | +44.1% | +23.5% |
| 3M | +2.1% | -18.7% | +20.8% | +5.9% |
| 6M | -11.5% | -25.5% | +14.0% | -6.2% |
| YTD | -47.9% | -8.0% | -39.9% | -48.7% |
| 1Y | -47.7% | -7.0% | -40.7% | -48.7% |
| 3Y | -34.0% | +45.2% | -79.2% | -45.5% |
| 5Y | -43.5% | +32.3% | -75.8% | -52.4% |
| All | +39.8% | +125.4% | -85.6% | -11.4% |
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