-40.7%
INTU vs CTVA
+78.5%
-119.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.9% |
| 7D | -7.5% | -2.1% | -5.5% | -7.3% |
| 30D | -1.9% | +12.0% | -14.0% | -3.3% |
| 3M | +4.9% | +13.5% | -8.6% | +3.2% |
| 6M | -33.2% | +12.1% | -45.3% | -34.4% |
| YTD | -51.4% | +29.0% | -80.4% | -53.6% |
| 1Y | -52.0% | +18.9% | -70.8% | -53.5% |
| 3Y | -40.7% | +78.9% | -119.6% | -46.3% |
| All | -40.7% | +78.5% | -119.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling