+164.9%
ORCL vs CTVA
+131.3%
+33.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.0% |
| 7D | +8.0% | -20.8% | +28.7% | +12.6% |
| 30D | -4.0% | -29.6% | +25.6% | +2.7% |
| 3M | -19.5% | -16.9% | -2.6% | -17.8% |
| 6M | -33.5% | -24.3% | -9.2% | -31.1% |
| YTD | -34.8% | -5.6% | -29.2% | -36.9% |
| 1Y | -41.6% | -4.2% | -37.4% | -43.8% |
| 3Y | +13.8% | +43.3% | -29.5% | -5.7% |
| 5Y | +43.4% | +35.7% | +7.7% | +18.4% |
| All | +164.9% | +131.3% | +33.6% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling