-41.3%
INTU vs CTVA
+79.8%
-121.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.2% | +2.4% | -3.7% | -1.8% |
| 30D | +12.4% | -8.1% | +20.5% | +14.5% |
| 3M | +2.3% | +6.3% | -4.0% | +0.3% |
| 6M | -13.3% | +0.4% | -13.7% | -14.2% |
| YTD | -47.9% | +21.8% | -69.7% | -51.4% |
| 1Y | -47.2% | +24.9% | -72.0% | -51.1% |
| 3Y | -33.9% | +92.3% | -126.2% | -48.0% |
| 5Y | -41.3% | +78.9% | -120.2% | -54.4% |
| All | -41.3% | +79.8% | -121.1% | -54.4% |
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 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