-42.6%
INTU vs CTVA
+103.5%
-146.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | -8.5% | -5.8% | -2.7% | -7.2% |
| 30D | -6.1% | +11.1% | -17.2% | -8.4% |
| 3M | +7.3% | +13.2% | -5.9% | +4.0% |
| 6M | -33.2% | +8.7% | -41.9% | -35.0% |
| YTD | -52.2% | +27.3% | -79.4% | -55.6% |
| 1Y | -52.7% | +18.0% | -70.7% | -55.2% |
| 3Y | -41.6% | +76.5% | -118.1% | -51.8% |
| 5Y | -42.6% | +105.1% | -147.7% | -55.0% |
| All | -42.6% | +103.5% | -146.2% | -55.0% |
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