+74.1%
SAP vs CTVA
+82.6%
-8.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +10.5% | -8.5% | +19.1% | +12.1% |
| 3M | +15.2% | +5.3% | +9.9% | +13.4% |
| 6M | +36.7% | -0.1% | +36.8% | +35.2% |
| YTD | -0.6% | +21.2% | -21.8% | -6.3% |
| 1Y | -4.1% | +27.0% | -31.1% | -10.7% |
| 3Y | +73.2% | +87.2% | -14.0% | +45.4% |
| 5Y | +74.1% | +77.9% | -3.8% | +46.9% |
| All | +74.1% | +82.6% | -8.5% | +46.9% |
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 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