+133.2%
TGT vs CTVA
+208.7%
-75.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -5.2% | -4.5% | -0.7% | -4.0% |
| 30D | +1.2% | +11.3% | -10.1% | -1.7% |
| 3M | +18.4% | +12.3% | +6.1% | +14.0% |
| 6M | +33.4% | +7.2% | +26.3% | +29.8% |
| YTD | +63.8% | +26.0% | +37.8% | +51.7% |
| 1Y | +77.2% | +16.0% | +61.1% | +67.6% |
| 3Y | +41.8% | +73.9% | -32.1% | +18.0% |
| 5Y | -25.5% | +103.8% | -129.3% | -40.3% |
| All | +133.2% | +208.7% | -75.5% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling