+56.8%
SAP vs CTVA
+104.3%
-47.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +2.6% | +12.0% | -9.5% | +0.3% |
| 3M | +16.3% | +13.5% | +2.8% | +12.9% |
| 6M | +6.4% | +12.1% | -5.7% | +3.2% |
| YTD | -11.4% | +29.0% | -40.4% | -17.1% |
| 1Y | -20.4% | +18.9% | -39.3% | -24.2% |
| 3Y | +56.5% | +78.9% | -22.4% | +33.6% |
| 5Y | +56.8% | +105.2% | -48.5% | +26.6% |
| All | +56.8% | +104.3% | -47.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling