+84.6%
TGT vs CTVA
+22.4%
+62.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | +4.9% | -4.2% | +0.4% |
| 30D | +12.2% | +11.9% | +0.3% | +11.2% |
| 3M | +33.8% | +13.7% | +20.1% | +31.7% |
| 6M | +39.3% | +13.1% | +26.2% | +36.4% |
| YTD | +72.9% | +32.0% | +40.9% | +62.1% |
| 1Y | +84.6% | +22.1% | +62.5% | +73.1% |
| All | +84.6% | +22.4% | +62.1% | +73.1% |
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