+36.1%
INTU vs CTVA
+223.3%
-187.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -7.1% | +4.9% | -12.0% | -8.5% |
| 30D | +1.5% | +11.9% | -10.5% | -1.9% |
| 3M | +10.7% | +13.7% | -3.0% | +6.1% |
| 6M | -23.8% | +13.1% | -37.0% | -27.3% |
| YTD | -49.3% | +32.0% | -81.3% | -54.0% |
| 1Y | -49.7% | +22.1% | -71.7% | -53.4% |
| 3Y | -38.0% | +77.5% | -115.5% | -50.3% |
| 5Y | -38.7% | +106.3% | -145.0% | -53.9% |
| All | +36.1% | +223.3% | -187.2% | -20.5% |
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