+234.3%
ORCL vs CTVA
+223.3%
+11.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | +4.9% | +0.3% | +3.9% |
| 30D | +10.0% | +11.9% | -2.0% | +6.7% |
| 3M | -32.6% | +13.7% | -46.3% | -35.5% |
| 6M | +4.9% | +13.1% | -8.2% | +0.2% |
| YTD | -17.8% | +32.0% | -49.7% | -25.0% |
| 1Y | -28.0% | +22.1% | -50.1% | -33.3% |
| 3Y | +36.0% | +77.5% | -41.5% | +9.9% |
| 5Y | +88.7% | +106.3% | -17.6% | +42.3% |
| All | +234.3% | +223.3% | +11.0% | +97.0% |
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