+87.0%
TSCO vs CTVA
+210.9%
-123.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -4.7% | +1.5% | -1.9% |
| 30D | -4.4% | +11.1% | -15.4% | -7.1% |
| 3M | +9.7% | +13.7% | -4.0% | +5.2% |
| 6M | -32.4% | +11.2% | -43.6% | -35.0% |
| YTD | -31.7% | +26.9% | -58.6% | -36.8% |
| 1Y | -41.3% | +18.8% | -60.1% | -44.8% |
| 3Y | -18.3% | +75.9% | -94.3% | -32.2% |
| 5Y | -10.3% | +105.2% | -115.5% | -29.2% |
| All | +87.0% | +210.9% | -123.9% | +25.3% |
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 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