+56.5%
TEL vs CTVA
+102.9%
-46.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +1.6% | -4.5% | +6.1% | +3.1% |
| 30D | -0.7% | +11.3% | -12.0% | -4.3% |
| 3M | +2.4% | +12.3% | -9.9% | -2.4% |
| 6M | +4.1% | +7.2% | -3.0% | +0.6% |
| YTD | -5.8% | +26.0% | -31.8% | -14.3% |
| 1Y | +0.9% | +16.0% | -15.1% | -5.8% |
| 3Y | +72.6% | +73.9% | -1.3% | +36.7% |
| All | +56.5% | +102.9% | -46.4% | +9.5% |
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