+89.2%
SAP vs CTVA
+223.3%
-134.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | +4.9% | -7.8% | -4.3% |
| 30D | +9.0% | +11.9% | -2.9% | +5.6% |
| 3M | +14.9% | +13.7% | +1.3% | +10.3% |
| 6M | +11.9% | +13.1% | -1.2% | +7.0% |
| YTD | -9.9% | +32.0% | -41.9% | -17.9% |
| 1Y | -19.5% | +22.1% | -41.6% | -25.2% |
| 3Y | +61.8% | +77.5% | -15.7% | +31.8% |
| 5Y | +56.2% | +106.3% | -50.1% | +18.4% |
| All | +89.2% | +223.3% | -134.1% | +11.6% |
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 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