+1.1%
TEL vs CTVA
+22.4%
-21.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +3.0% | +4.9% | -2.0% | +2.4% |
| 30D | -3.9% | +11.9% | -15.8% | -5.0% |
| 3M | -5.1% | +13.7% | -18.8% | -7.1% |
| 6M | +0.6% | +13.1% | -12.5% | -1.9% |
| YTD | -7.3% | +32.0% | -39.2% | -10.6% |
| 1Y | +1.1% | +22.1% | -20.9% | -3.6% |
| All | +1.1% | +22.4% | -21.3% | -3.6% |
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 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