+322.4%
MSFT vs CTVA
+223.3%
+99.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | +4.9% | -7.6% | -4.0% |
| 30D | +2.7% | +11.9% | -9.2% | -0.4% |
| 3M | +17.0% | +13.7% | +3.3% | +12.1% |
| 6M | +23.8% | +13.1% | +10.7% | +18.3% |
| YTD | +4.0% | +32.0% | -28.0% | -5.2% |
| 1Y | -0.8% | +22.1% | -22.9% | -7.8% |
| 3Y | +55.6% | +77.5% | -21.9% | +26.0% |
| 5Y | +72.9% | +106.3% | -33.4% | +29.7% |
| All | +322.4% | +223.3% | +99.1% | +140.2% |
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