+7.0%
WMT vs CTVA
+22.4%
-15.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.9% | +4.9% | -1.0% | +3.5% |
| 30D | -4.4% | +11.9% | -16.3% | -5.2% |
| 3M | -8.8% | +13.7% | -22.5% | -9.9% |
| 6M | -15.6% | +13.1% | -28.8% | -16.9% |
| YTD | -3.2% | +32.0% | -35.2% | -6.3% |
| 1Y | +7.0% | +22.1% | -15.0% | +4.4% |
| All | +7.0% | +22.4% | -15.4% | +4.4% |
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 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