+9.0%
MSFT vs CTVA
+33.4%
-24.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.5% | +7.2% |
| 7D | +4.7% | +8.2% | -3.5% | +6.0% |
| 30D | +5.8% | -1.0% | +6.9% | +5.9% |
| 3M | +13.0% | +4.6% | +8.4% | +14.8% |
| 6M | +34.9% | +0.5% | +34.4% | +35.3% |
| YTD | +15.7% | +22.7% | -7.1% | +15.7% |
| 1Y | +9.0% | +32.0% | -23.0% | +6.9% |
| All | +9.0% | +33.4% | -24.5% | +6.9% |
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