-0.8%
MSFT vs CTVA
+22.4%
-23.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.2% |
| 7D | -2.7% | +4.9% | -7.6% | -1.9% |
| 30D | +2.7% | +11.9% | -9.2% | +4.7% |
| 3M | +17.0% | +13.7% | +3.3% | +18.7% |
| 6M | +23.8% | +13.1% | +10.7% | +25.1% |
| YTD | +4.0% | +32.0% | -28.0% | +4.5% |
| 1Y | -0.8% | +22.1% | -22.9% | -0.8% |
| All | -0.8% | +22.4% | -23.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling