+242.1%
ORCL vs CTVA
+216.1%
+26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.9% |
| 7D | +15.0% | -2.1% | +17.1% | +15.6% |
| 30D | +10.5% | +12.0% | -1.5% | +7.2% |
| 3M | -23.0% | +13.5% | -36.5% | -26.3% |
| 6M | +7.0% | +12.1% | -5.1% | +2.4% |
| YTD | -15.8% | +29.0% | -44.8% | -22.8% |
| 1Y | -31.1% | +18.9% | -49.9% | -35.7% |
| 3Y | +33.3% | +78.9% | -45.6% | +7.2% |
| 5Y | +94.3% | +105.2% | -10.9% | +46.5% |
| All | +242.1% | +216.1% | +26.0% | +102.8% |
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 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