+30.6%
ORCL vs CTVA
+74.6%
-44.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -11.2% | +2.2% | -13.4% | -11.4% |
| 30D | -18.8% | -17.6% | -1.2% | -16.7% |
| 3M | -18.8% | +3.4% | -22.2% | -19.7% |
| 6M | -39.7% | -2.6% | -37.2% | -40.2% |
| YTD | -39.6% | +19.1% | -58.8% | -42.9% |
| 1Y | -51.7% | +26.8% | -78.5% | -55.1% |
| 3Y | +10.2% | +63.9% | -53.6% | -6.2% |
| All | +30.6% | +74.6% | -44.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling