+48.1%
TSLA vs CTVA
+102.0%
-53.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -3.4% | -4.7% | +1.3% | -1.8% |
| 30D | +9.2% | +11.1% | -1.8% | +5.1% |
| 3M | -4.7% | +13.7% | -18.4% | -10.2% |
| 6M | -8.9% | +11.2% | -20.1% | -13.8% |
| YTD | -19.2% | +26.9% | -46.1% | -27.6% |
| 1Y | +4.5% | +18.8% | -14.3% | -4.3% |
| 3Y | +46.3% | +75.9% | -29.6% | +13.8% |
| 5Y | +48.1% | +105.2% | -57.1% | +17.4% |
| All | +48.1% | +102.0% | -53.8% | +17.4% |
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