+99.6%
PSX vs CTVA
+22.4%
+77.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +4.5% | +4.9% | -0.4% | +3.7% |
| 30D | +26.6% | +11.9% | +14.7% | +24.1% |
| 3M | +39.3% | +13.7% | +25.6% | +34.0% |
| 6M | +56.8% | +13.1% | +43.7% | +51.0% |
| YTD | +101.8% | +32.0% | +69.9% | +88.3% |
| 1Y | +99.6% | +22.1% | +77.5% | +84.9% |
| All | +99.6% | +22.4% | +77.2% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling