+32.4%
PWR vs CTVA
+33.4%
-1.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.2% | -14.9% | -11.7% |
| 7D | -4.4% | +8.2% | -12.6% | -4.7% |
| 30D | -15.1% | -1.0% | -14.0% | -15.0% |
| 3M | -16.2% | +4.6% | -20.8% | -16.8% |
| 6M | -23.3% | +0.5% | -23.8% | -25.8% |
| YTD | +37.6% | +22.7% | +14.9% | +25.2% |
| 1Y | +32.4% | +32.0% | +0.4% | +14.3% |
| All | +32.4% | +33.4% | -1.0% | +14.3% |
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 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