+1,750.3%
PWR vs CTVA
+216.1%
+1,534.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.6% | +3.2% |
| 7D | +4.5% | -2.1% | +6.6% | +5.3% |
| 30D | -4.9% | +12.0% | -16.9% | -9.2% |
| 3M | -7.9% | +13.5% | -21.4% | -13.6% |
| 6M | +18.3% | +12.1% | +6.2% | +11.6% |
| YTD | +51.5% | +29.0% | +22.5% | +34.7% |
| 1Y | +70.3% | +18.9% | +51.5% | +55.5% |
| 3Y | +210.6% | +78.9% | +131.7% | +132.4% |
| 5Y | +456.7% | +105.2% | +351.4% | +288.0% |
| All | +1,750.3% | +216.1% | +1,534.2% | +897.5% |
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