-21.6%
SAP vs CTVA
+17.0%
-38.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.2% |
| 7D | -0.3% | -5.8% | +5.5% | -0.8% |
| 30D | +0.3% | +11.1% | -10.8% | +1.0% |
| 3M | +16.9% | +13.2% | +3.7% | +18.3% |
| 6M | +6.3% | +8.7% | -2.4% | +6.9% |
| YTD | -12.4% | +27.3% | -39.7% | -13.1% |
| 1Y | -21.6% | +18.0% | -39.6% | -21.7% |
| All | -21.6% | +17.0% | -38.6% | -21.7% |
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