+149.3%
ORCL vs CTVA
+198.5%
-49.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -6.5% | +2.4% | -8.9% | -7.0% |
| 30D | -16.6% | -8.1% | -8.5% | -15.1% |
| 3M | -21.6% | +6.3% | -27.9% | -23.5% |
| 6M | -39.4% | +0.4% | -39.8% | -40.5% |
| YTD | -38.7% | +21.8% | -60.5% | -43.3% |
| 1Y | -50.4% | +24.9% | -75.2% | -54.5% |
| 3Y | +8.1% | +92.3% | -84.2% | -15.6% |
| 5Y | +34.5% | +78.9% | -44.4% | +5.2% |
| All | +149.3% | +198.5% | -49.2% | +48.8% |
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 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